-20.7%
PFE vs SHW
+15.5%
-36.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | +1.8% | -3.2% | +5.0% | +2.6% |
| 30D | +10.2% | -9.5% | +19.7% | +12.9% |
| 3M | +12.7% | +11.5% | +1.2% | +9.3% |
| 6M | +10.5% | -3.5% | +14.1% | +11.0% |
| YTD | +20.2% | +3.7% | +16.4% | +18.4% |
| 1Y | +24.1% | -7.9% | +32.0% | +25.8% |
| 3Y | -3.6% | +24.7% | -28.3% | -9.1% |
| All | -20.7% | +15.5% | -36.2% | -25.9% |
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 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