+23.8%
SHW vs PCOR
-30.9%
+54.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.1% |
| 7D | -3.2% | -9.0% | +5.7% | -1.8% |
| 30D | -9.5% | +4.2% | -13.7% | -10.2% |
| 3M | +11.5% | +14.4% | -3.0% | +8.5% |
| 6M | -3.5% | +0.2% | -3.7% | -4.9% |
| YTD | +3.7% | -20.3% | +24.0% | +6.1% |
| 1Y | -7.9% | -16.1% | +8.2% | -7.1% |
| 3Y | +24.7% | -14.7% | +39.4% | +21.6% |
| 5Y | +13.6% | -43.2% | +56.7% | +8.2% |
| All | +23.8% | -30.9% | +54.7% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling