+198.6%
PM vs SHW
+275.8%
-77.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.8% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | -2.6% | -11.6% | +9.0% | +0.8% |
| 3M | +5.8% | +9.1% | -3.3% | +3.0% |
| 6M | +10.6% | -0.7% | +11.2% | +10.2% |
| YTD | +17.2% | +1.4% | +15.8% | +16.1% |
| 1Y | +17.6% | -12.3% | +29.9% | +21.0% |
| 3Y | +124.3% | +23.4% | +100.9% | +103.9% |
| 5Y | +125.1% | +15.0% | +110.1% | +104.4% |
| 10Y | +198.6% | +278.3% | -79.7% | +105.2% |
| All | +198.6% | +275.8% | -77.2% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling