+43.1%
SHW vs PCOR
+44.3%
-1.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +5.7% | +23.7% | -18.0% | +2.6% |
| 30D | +8.7% | +39.0% | -30.3% | +4.0% |
| 3M | -5.4% | +35.8% | -41.1% | -9.4% |
| 6M | +12.2% | +38.2% | -26.0% | +6.7% |
| YTD | +8.5% | +3.9% | +4.5% | +7.3% |
| 1Y | +4.9% | +5.7% | -0.7% | +3.3% |
| All | +43.1% | +44.3% | -1.2% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling