+346.7%
SHW vs PBF
+261.5%
+85.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.9% |
| 30D | +11.1% | -18.0% | +29.1% | +12.2% |
| 3M | -2.2% | +0.9% | -3.1% | -2.5% |
| 6M | +14.3% | +65.7% | -51.4% | +10.0% |
| YTD | +10.6% | +161.9% | -151.3% | +1.9% |
| 1Y | +4.1% | +77.8% | -73.7% | -1.4% |
| 3Y | +42.9% | +74.9% | -32.0% | +32.5% |
| 5Y | +14.2% | +423.4% | -409.2% | -7.1% |
| 10Y | +346.7% | +255.2% | +91.6% | +241.6% |
| All | +346.7% | +261.5% | +85.3% | +241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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