+21,359.2%
SHW vs PPL
+2,170.9%
+19,188.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.2% |
| 7D | +5.7% | +1.0% | +4.7% | +5.4% |
| 30D | +8.7% | +6.8% | +1.8% | +6.3% |
| 3M | -5.4% | +3.9% | -9.2% | -6.6% |
| 6M | +12.2% | -2.0% | +14.3% | +13.0% |
| YTD | +8.5% | +5.3% | +3.2% | +6.4% |
| 1Y | +4.9% | +2.2% | +2.7% | +3.9% |
| 3Y | +42.8% | +56.7% | -13.9% | +22.2% |
| 5Y | +14.5% | +49.1% | -34.6% | -0.5% |
| 10Y | +373.0% | +63.6% | +309.3% | +287.9% |
| All | +21,359.2% | +2,170.9% | +19,188.3% | +6,298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling