+356.5%
SHW vs PCAR
+326.7%
+29.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +2.3% |
| 7D | +1.6% | +2.9% | -1.3% | +0.3% |
| 30D | +12.1% | -2.1% | +14.2% | +13.3% |
| 3M | -3.0% | -20.4% | +17.4% | +7.8% |
| 6M | +13.5% | -7.0% | +20.5% | +17.2% |
| YTD | +11.2% | -2.6% | +13.9% | +12.5% |
| 1Y | +6.2% | +9.8% | -3.6% | +1.6% |
| 3Y | +45.6% | +37.3% | +8.4% | +20.8% |
| 5Y | +15.6% | +116.4% | -100.9% | -25.1% |
| 10Y | +356.5% | +293.0% | +63.5% | +110.6% |
| All | +356.5% | +326.7% | +29.8% | +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