+12.2%
SHW vs PCAR
+101.4%
-89.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.4% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +9.2% | -4.6% | +13.8% | +11.5% |
| 3M | -5.1% | -22.6% | +17.5% | +5.5% |
| 6M | +6.8% | -12.0% | +18.8% | +12.6% |
| YTD | +7.0% | -6.1% | +13.0% | +10.0% |
| 1Y | +4.1% | +6.3% | -2.2% | +2.0% |
| 3Y | +41.1% | +31.8% | +9.3% | +21.1% |
| All | +12.2% | +101.4% | -89.2% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling