+32.8%
SHW vs PCOR
-9.0%
+41.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.8% |
| 7D | +1.6% | +22.2% | -20.6% | -1.9% |
| 30D | +12.1% | +36.0% | -23.9% | +6.4% |
| 3M | -3.0% | +34.0% | -37.0% | -7.9% |
| 6M | +13.5% | +43.5% | -30.0% | +5.9% |
| YTD | +11.2% | +5.1% | +6.1% | +8.5% |
| 1Y | +6.2% | -3.9% | +10.2% | +5.3% |
| 3Y | +45.6% | +52.9% | -7.3% | +28.1% |
| 5Y | +15.6% | -18.7% | +34.2% | +4.7% |
| All | +32.8% | -9.0% | +41.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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