+250.9%
PM vs SHW
+352.3%
-101.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -6.6% | +4.2% | -10.9% | -7.7% |
| 30D | -3.4% | +11.3% | -14.7% | -6.5% |
| 3M | +5.3% | -1.8% | +7.1% | +5.6% |
| 6M | +15.5% | +12.7% | +2.8% | +11.1% |
| YTD | +24.3% | +10.4% | +13.8% | +19.9% |
| 1Y | +29.7% | +4.7% | +25.0% | +26.9% |
| 3Y | +144.9% | +42.7% | +102.2% | +112.5% |
| 5Y | +159.0% | +14.5% | +144.5% | +136.8% |
| 10Y | +250.9% | +340.7% | -89.8% | +123.3% |
| All | +250.9% | +352.3% | -101.4% | +123.3% |
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