+340.7%
SHW vs PCAR
+292.6%
+48.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +4.2% | +3.8% | +0.4% | +2.6% |
| 30D | +11.3% | -2.0% | +13.2% | +12.4% |
| 3M | -1.8% | -19.1% | +17.3% | +8.3% |
| 6M | +12.7% | -6.8% | +19.5% | +16.3% |
| YTD | +10.4% | -2.5% | +12.9% | +11.6% |
| 1Y | +4.7% | +9.7% | -4.9% | +0.2% |
| 3Y | +42.7% | +34.0% | +8.7% | +19.9% |
| 5Y | +14.5% | +113.3% | -98.8% | -25.1% |
| 10Y | +340.7% | +278.2% | +62.5% | +108.6% |
| All | +340.7% | +292.6% | +48.2% | +108.6% |
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