+91.1%
PCG vs SHW
+21,595.0%
-21,503.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.2% |
| 7D | 0.0% | +5.7% | -5.7% | -1.6% |
| 30D | +5.8% | +8.7% | -2.8% | +3.3% |
| 3M | -22.8% | -5.4% | -17.4% | -21.9% |
| 6M | -18.4% | +12.2% | -30.7% | -21.3% |
| YTD | -16.9% | +8.5% | -25.3% | -19.2% |
| 1Y | -17.6% | +4.9% | -22.6% | -19.3% |
| 3Y | -20.0% | +42.8% | -62.8% | -28.1% |
| 5Y | +16.0% | +14.5% | +1.5% | +8.4% |
| 10Y | -76.7% | +373.0% | -449.7% | -84.4% |
| All | +91.1% | +21,595.0% | -21,503.9% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling