+3,899.5%
PG vs SHW
+19,831.5%
-15,932.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.6% |
| 7D | -3.4% | -3.2% | -0.2% | -2.7% |
| 30D | -2.6% | -11.4% | +8.8% | +0.1% |
| 3M | -3.3% | +3.5% | -6.8% | -4.4% |
| 6M | -6.7% | -3.4% | -3.4% | -6.3% |
| YTD | +1.7% | -0.3% | +2.1% | +1.4% |
| 1Y | -7.9% | -10.4% | +2.5% | -6.1% |
| 3Y | +0.9% | +21.3% | -20.4% | -4.9% |
| 5Y | +12.6% | +12.9% | -0.2% | +6.2% |
| 10Y | +117.2% | +284.1% | -166.9% | +52.9% |
| All | +3,899.5% | +19,831.5% | -15,932.0% | +818.7% |
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