+356.5%
SHW vs PPL
+62.1%
+294.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +1.6% | -1.2% | +2.8% | +2.1% |
| 30D | +12.1% | +4.2% | +7.8% | +10.0% |
| 3M | -3.0% | +1.5% | -4.5% | -3.7% |
| 6M | +13.5% | +1.0% | +12.5% | +12.9% |
| YTD | +11.2% | +4.4% | +6.9% | +8.7% |
| 1Y | +6.2% | +0.8% | +5.5% | +5.4% |
| 3Y | +45.6% | +56.5% | -10.8% | +17.0% |
| 5Y | +15.6% | +47.7% | -32.1% | -4.9% |
| 10Y | +356.5% | +64.4% | +292.1% | +233.9% |
| All | +356.5% | +62.1% | +294.3% | +233.9% |
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