+41.1%
SHW vs PCOR
+43.8%
-2.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +3.5% | +22.7% | -19.3% | +0.5% |
| 30D | +9.2% | +37.5% | -28.2% | +4.7% |
| 3M | -5.1% | +35.2% | -40.3% | -9.1% |
| 6M | +6.8% | +42.2% | -35.4% | +1.2% |
| YTD | +7.0% | +3.6% | +3.4% | +5.8% |
| 1Y | +4.1% | -4.8% | +8.9% | +4.6% |
| 3Y | +41.1% | +48.3% | -7.3% | +25.5% |
| All | +41.1% | +43.8% | -2.7% | +25.5% |
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