+20,418.4%
SHW vs PPL
+2,096.5%
+18,322.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -3.2% | +2.7% | -5.9% | -4.1% |
| 30D | -9.5% | +0.5% | -10.0% | -9.7% |
| 3M | +11.5% | +0.7% | +10.8% | +11.2% |
| 6M | -3.5% | -7.6% | +4.1% | -1.1% |
| YTD | +3.7% | +1.8% | +1.9% | +2.9% |
| 1Y | -7.9% | -0.8% | -7.1% | -8.0% |
| 3Y | +24.7% | +56.9% | -32.2% | +6.6% |
| 5Y | +13.6% | +39.5% | -25.9% | +0.9% |
| 10Y | +283.0% | +55.4% | +227.6% | +219.2% |
| All | +20,418.4% | +2,096.5% | +18,322.0% | +6,088.0% |
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