-3.5%
SHW vs PCAR
+0.7%
-4.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | -3.2% | -0.5% | -2.7% | -2.9% |
| 30D | -9.5% | -6.2% | -3.3% | -5.7% |
| 3M | +11.5% | +5.9% | +5.6% | +7.3% |
| 6M | -3.5% | +0.4% | -3.9% | -3.6% |
| All | -3.5% | +0.7% | -4.2% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling