+105.7%
PCG vs SHW
+20,643.9%
-20,538.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -13.9% | -3.2% | -10.6% | -13.1% |
| 30D | -16.9% | -9.5% | -7.3% | -14.6% |
| 3M | -14.7% | +11.5% | -26.2% | -17.3% |
| 6M | -23.8% | -3.5% | -20.3% | -23.4% |
| YTD | -10.5% | +3.7% | -14.2% | -11.7% |
| 1Y | -5.1% | -7.9% | +2.8% | -3.7% |
| 3Y | -11.6% | +24.7% | -36.3% | -17.6% |
| 5Y | +59.0% | +13.6% | +45.4% | +49.4% |
| 10Y | -75.7% | +283.0% | -358.7% | -82.9% |
| All | +105.7% | +20,643.9% | -20,538.2% | -37.7% |
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