+675.5%
SHW vs PBF
+303.9%
+371.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.5% |
| 7D | -3.2% | +4.3% | -7.5% | -3.5% |
| 30D | -9.5% | +22.0% | -31.5% | -10.9% |
| 3M | +11.5% | +74.5% | -63.0% | +6.6% |
| 6M | -3.5% | +67.7% | -71.2% | -8.2% |
| YTD | +3.7% | +179.2% | -175.5% | -5.6% |
| 1Y | -7.9% | +170.0% | -177.9% | -16.5% |
| 3Y | +24.7% | +66.4% | -41.7% | +15.3% |
| 5Y | +13.6% | +764.5% | -750.9% | -14.5% |
| 10Y | +283.0% | +358.5% | -75.6% | +168.0% |
| All | +675.5% | +303.9% | +371.7% | +414.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling