+763.1%
PM vs SHW
+2,327.9%
-1,564.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -4.9% | -3.2% | -1.6% | -4.0% |
| 30D | -3.4% | -9.5% | +6.1% | -0.6% |
| 3M | +5.2% | +11.5% | -6.3% | +1.7% |
| 6M | +3.7% | -3.5% | +7.3% | +4.3% |
| YTD | +15.8% | +3.7% | +12.0% | +13.9% |
| 1Y | +17.4% | -7.9% | +25.3% | +19.1% |
| 3Y | +116.9% | +24.7% | +92.2% | +97.4% |
| 5Y | +117.3% | +13.6% | +103.7% | +98.8% |
| 10Y | +193.8% | +283.0% | -89.2% | +80.4% |
| All | +763.1% | +2,327.9% | -1,564.7% | +183.9% |
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