+1.6%
PG vs SHW
+22.1%
-20.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.2% |
| 7D | -0.8% | -3.1% | +2.3% | -0.1% |
| 30D | +0.8% | -10.0% | +10.9% | +3.3% |
| 3M | -1.3% | +2.3% | -3.6% | -2.1% |
| 6M | -3.8% | +0.7% | -4.5% | -4.4% |
| YTD | +3.6% | +0.5% | +3.1% | +3.0% |
| 1Y | -5.7% | -11.5% | +5.7% | -4.1% |
| 3Y | +1.6% | +21.3% | -19.7% | +1.6% |
| All | +1.6% | +22.1% | -20.5% | +1.6% |
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