+843.8%
PM vs SHW
+2,403.5%
-1,559.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -5.2% | +3.5% | -8.7% | -6.2% |
| 30D | +2.7% | +9.2% | -6.5% | 0.0% |
| 3M | +6.1% | -5.1% | +11.2% | +7.5% |
| 6M | +18.0% | +6.8% | +11.2% | +15.1% |
| YTD | +26.6% | +7.0% | +19.6% | +23.1% |
| 1Y | +36.7% | +4.1% | +32.6% | +33.9% |
| 3Y | +146.0% | +41.1% | +104.9% | +115.3% |
| 5Y | +164.1% | +12.9% | +151.2% | +141.9% |
| 10Y | +238.8% | +366.3% | -127.5% | +96.4% |
| All | +843.8% | +2,403.5% | -1,559.7% | +207.0% |
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