+9.3%
PCG vs SHW
+11.1%
-1.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +2.2% | +1.9% | +0.2% | +1.6% |
| 30D | +0.8% | +8.1% | -7.3% | -1.9% |
| 3M | -23.8% | -2.8% | -21.0% | -23.3% |
| 6M | -19.6% | +15.0% | -34.7% | -23.6% |
| YTD | -16.7% | +9.0% | -25.7% | -19.6% |
| 1Y | -19.4% | +4.5% | -23.9% | -21.2% |
| 3Y | -18.3% | +41.9% | -60.2% | -28.2% |
| All | +9.3% | +11.1% | -1.8% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling