+27.7%
SHW vs PCOR
-10.3%
+38.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +3.5% | +22.7% | -19.3% | -0.1% |
| 30D | +9.2% | +37.5% | -28.2% | +3.6% |
| 3M | -5.1% | +35.2% | -40.3% | -10.1% |
| 6M | +6.8% | +42.2% | -35.4% | -0.2% |
| YTD | +7.0% | +3.6% | +3.4% | +4.5% |
| 1Y | +4.1% | -4.8% | +8.9% | +3.3% |
| 3Y | +41.1% | +48.3% | -7.3% | +24.7% |
| 5Y | +12.9% | -20.1% | +32.9% | +2.5% |
| All | +27.7% | -10.3% | +38.0% | +15.9% |
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