+284.1%
SHW vs PEG
+139.0%
+145.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.1% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -11.4% | -1.7% | -9.7% | -10.7% |
| 3M | +3.5% | -6.8% | +10.3% | +6.8% |
| 6M | -3.4% | -11.4% | +8.0% | +2.0% |
| YTD | -0.3% | -7.2% | +6.9% | +2.9% |
| 1Y | -10.4% | -6.1% | -4.3% | -8.4% |
| 3Y | +21.3% | +31.8% | -10.5% | +2.8% |
| 5Y | +12.9% | +35.6% | -22.8% | -6.5% |
| 10Y | +284.1% | +148.7% | +135.4% | +146.5% |
| All | +284.1% | +139.0% | +145.1% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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