+3,372.6%
PFE vs SHW
+22,149.4%
-18,776.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -1.6% |
| 7D | -4.7% | +1.6% | -6.3% | -5.1% |
| 30D | +3.4% | +12.1% | -8.7% | +0.3% |
| 3M | +9.2% | -3.0% | +12.2% | +9.8% |
| 6M | +15.8% | +13.5% | +2.3% | +11.6% |
| YTD | +23.4% | +11.2% | +12.2% | +19.2% |
| 1Y | +25.8% | +6.2% | +19.6% | +22.9% |
| 3Y | +17.8% | +45.6% | -27.8% | +5.6% |
| 5Y | -20.2% | +15.6% | -35.8% | -25.6% |
| 10Y | +49.6% | +356.5% | -306.9% | -3.5% |
| All | +3,372.6% | +22,149.4% | -18,776.8% | +749.4% |
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