+821.1%
PM vs SHW
+2,504.1%
-1,683.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.0% | -6.4% | -3.5% |
| 7D | -7.3% | +1.6% | -8.9% | -7.8% |
| 30D | -4.0% | +12.1% | -16.1% | -7.3% |
| 3M | +2.7% | -3.0% | +5.7% | +3.3% |
| 6M | +14.9% | +13.5% | +1.3% | +10.1% |
| YTD | +23.5% | +11.2% | +12.3% | +18.8% |
| 1Y | +30.4% | +6.2% | +24.1% | +26.9% |
| 3Y | +143.2% | +45.6% | +97.6% | +110.9% |
| 5Y | +159.5% | +15.6% | +143.9% | +136.1% |
| 10Y | +234.7% | +356.5% | -121.8% | +95.2% |
| All | +821.1% | +2,504.1% | -1,683.0% | +196.1% |
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