+6,322.5%
SHW vs PBR
+1,864.5%
+4,458.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.5% | -5.8% | -2.8% |
| 7D | -1.2% | +2.5% | -3.6% | -1.5% |
| 30D | -11.6% | +19.4% | -31.0% | -13.9% |
| 3M | +9.1% | +20.8% | -11.7% | +5.8% |
| 6M | -0.7% | +23.5% | -24.1% | -4.4% |
| YTD | +1.4% | +83.4% | -82.0% | -8.1% |
| 1Y | -12.3% | +77.6% | -89.8% | -20.3% |
| 3Y | +23.4% | +99.9% | -76.5% | +8.7% |
| 5Y | +15.0% | +567.7% | -552.7% | -18.4% |
| 10Y | +278.3% | +621.5% | -343.2% | +139.0% |
| All | +6,322.5% | +1,864.5% | +4,458.0% | +2,875.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling