+32.9%
PFE vs SHW
+275.8%
-243.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | +3.8% | -11.6% | +15.4% | +7.3% |
| 3M | +10.4% | +9.1% | +1.3% | +7.3% |
| 6M | +6.3% | -0.7% | +6.9% | +5.8% |
| YTD | +17.4% | +1.4% | +16.0% | +16.1% |
| 1Y | +21.1% | -12.3% | +33.4% | +24.6% |
| 3Y | -1.6% | +23.4% | -25.0% | -8.5% |
| 5Y | -22.2% | +15.0% | -37.2% | -27.6% |
| 10Y | +32.9% | +278.3% | -245.4% | -12.1% |
| All | +32.9% | +275.8% | -243.0% | -12.1% |
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