+20,418.4%
SHW vs PCAR
+15,337.6%
+5,080.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -9.5% | -6.2% | -3.3% | -7.7% |
| 3M | +11.5% | +5.9% | +5.6% | +9.3% |
| 6M | -3.5% | +0.4% | -3.9% | -3.7% |
| YTD | +3.7% | +14.8% | -11.1% | -0.8% |
| 1Y | -7.9% | +30.1% | -38.0% | -15.6% |
| 3Y | +24.7% | +66.7% | -41.9% | +4.2% |
| 5Y | +13.6% | +166.1% | -152.5% | -18.7% |
| 10Y | +283.0% | +353.7% | -70.7% | +130.0% |
| All | +20,418.4% | +15,337.6% | +5,080.9% | +4,501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling