+14.3%
PFE vs SHW
+41.1%
-26.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -3.7% | +3.5% | -7.2% | -4.6% |
| 30D | +5.0% | +9.2% | -4.3% | +2.4% |
| 3M | +12.2% | -5.1% | +17.3% | +13.6% |
| 6M | +14.6% | +6.8% | +7.7% | +12.0% |
| YTD | +24.1% | +7.0% | +17.2% | +20.9% |
| 1Y | +26.6% | +4.1% | +22.5% | +24.3% |
| 3Y | +14.3% | +41.1% | -26.8% | +13.0% |
| All | +14.3% | +41.1% | -26.8% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling