+23.4%
SHW vs PBF
+62.4%
-39.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.2% |
| 7D | -1.2% | +2.4% | -3.5% | -1.1% |
| 30D | -11.6% | +24.9% | -36.5% | -11.1% |
| 3M | +9.1% | +81.9% | -72.8% | +10.1% |
| 6M | -0.7% | +79.4% | -80.0% | 0.0% |
| YTD | +1.4% | +188.3% | -187.0% | -0.2% |
| 1Y | -12.3% | +177.3% | -189.5% | -13.9% |
| 3Y | +23.4% | +56.0% | -32.6% | +14.5% |
| All | +23.4% | +62.4% | -39.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling