+278.3%
SHW vs PCAR
+357.6%
-79.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -11.6% | -7.7% | -3.9% | -8.3% |
| 3M | +9.1% | +3.7% | +5.4% | +7.1% |
| 6M | -0.7% | +2.3% | -3.0% | -1.9% |
| YTD | +1.4% | +12.8% | -11.4% | -4.4% |
| 1Y | -12.3% | +27.8% | -40.0% | -22.2% |
| 3Y | +23.4% | +61.8% | -38.4% | -5.7% |
| 5Y | +15.0% | +168.2% | -153.2% | -33.4% |
| 10Y | +278.3% | +359.1% | -80.8% | +45.8% |
| All | +278.3% | +357.6% | -79.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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