+168.1%
PM vs SHW
+12.4%
+155.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -5.2% | +3.5% | -8.7% | -5.8% |
| 30D | +2.7% | +9.2% | -6.5% | +1.0% |
| 3M | +6.1% | -5.1% | +11.2% | +7.0% |
| 6M | +18.0% | +6.8% | +11.2% | +16.3% |
| YTD | +26.6% | +7.0% | +19.6% | +24.7% |
| 1Y | +36.7% | +4.1% | +32.6% | +35.2% |
| 3Y | +146.0% | +41.1% | +104.9% | +124.0% |
| All | +168.1% | +12.4% | +155.7% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling