+46.9%
PM vs SHW
+7.3%
+39.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.1% | 0.0% |
| 7D | +4.3% | +13.3% | -9.0% | +1.0% |
| 30D | +11.5% | +14.1% | -2.7% | +7.7% |
| 3M | +13.0% | +0.8% | +12.3% | +12.9% |
| 6M | +25.9% | +17.6% | +8.3% | +20.3% |
| YTD | +34.0% | +13.0% | +21.0% | +31.7% |
| 1Y | +46.9% | +7.0% | +39.9% | +46.8% |
| All | +46.9% | +7.3% | +39.6% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling