+362.6%
SHW vs PCAR
+306.0%
+56.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.3% |
| 7D | +5.7% | +2.2% | +3.6% | +4.8% |
| 30D | +8.7% | -4.4% | +13.1% | +11.1% |
| 3M | -5.4% | -21.4% | +16.0% | +5.8% |
| 6M | +12.2% | -7.3% | +19.6% | +16.1% |
| YTD | +8.5% | -3.8% | +12.3% | +10.3% |
| 1Y | +4.9% | +6.3% | -1.4% | +1.8% |
| 3Y | +42.8% | +34.4% | +8.5% | +19.7% |
| 5Y | +14.5% | +109.2% | -94.7% | -24.5% |
| All | +362.6% | +306.0% | +56.6% | +110.6% |
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