+362.6%
SHW vs PPL
+62.9%
+299.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.3% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | +8.7% | +6.8% | +1.8% | +5.5% |
| 3M | -5.4% | +3.9% | -9.2% | -7.1% |
| 6M | +12.2% | -2.0% | +14.3% | +13.2% |
| YTD | +8.5% | +5.3% | +3.2% | +5.6% |
| 1Y | +4.9% | +2.2% | +2.7% | +3.4% |
| 3Y | +42.8% | +56.7% | -13.9% | +14.8% |
| 5Y | +14.5% | +49.1% | -34.6% | -6.1% |
| All | +362.6% | +62.9% | +299.7% | +243.7% |
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