+340.7%
SHW vs PPL
+65.3%
+275.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +4.2% | 0.0% | +4.2% | +4.2% |
| 30D | +11.3% | +4.3% | +7.0% | +9.2% |
| 3M | -1.8% | +2.9% | -4.7% | -3.2% |
| 6M | +12.7% | +1.1% | +11.6% | +12.1% |
| YTD | +10.4% | +4.5% | +6.0% | +7.9% |
| 1Y | +4.7% | +0.1% | +4.6% | +4.2% |
| 3Y | +42.7% | +55.7% | -13.0% | +14.8% |
| 5Y | +14.5% | +47.6% | -33.1% | -5.8% |
| 10Y | +340.7% | +66.8% | +273.9% | +216.1% |
| All | +340.7% | +65.3% | +275.4% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling