+12.0%
SHW vs PBR
+552.2%
-540.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +1.9% |
| 7D | -3.1% | +5.4% | -8.5% | -3.2% |
| 30D | -10.0% | +22.9% | -32.9% | -10.4% |
| 3M | +2.3% | +19.6% | -17.4% | +1.9% |
| 6M | +0.7% | +16.5% | -15.8% | +0.1% |
| YTD | +0.5% | +86.7% | -86.2% | -2.7% |
| 1Y | -11.5% | +74.7% | -86.2% | -14.0% |
| 3Y | +21.3% | +102.6% | -81.2% | +16.3% |
| All | +12.0% | +552.2% | -540.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 5y: compounded portfolio wealth divided by compounded PBR 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…
5y analysis · Full analysis span regression · 6 months rolling