-76.4%
PCG vs SHW
+343.1%
-419.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.2% | -2.1% | -0.1% | -1.4% |
| 30D | -0.5% | +11.1% | -11.6% | -5.1% |
| 3M | -24.0% | -2.2% | -21.8% | -23.7% |
| 6M | -18.6% | +14.3% | -32.9% | -23.9% |
| YTD | -17.7% | +10.6% | -28.2% | -22.1% |
| 1Y | -20.0% | +4.1% | -24.1% | -22.4% |
| 3Y | -20.2% | +42.9% | -63.1% | -34.0% |
| 5Y | +8.4% | +14.2% | -5.8% | -3.3% |
| 10Y | -76.4% | +346.7% | -423.1% | -87.2% |
| All | -76.4% | +343.1% | -419.5% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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