+337.7%
SHW vs PEG
+171.2%
+166.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | +1.9% | +4.5% | -2.6% | -0.1% |
| 30D | +8.1% | +7.5% | +0.5% | +4.5% |
| 3M | -2.8% | +0.8% | -3.6% | -3.3% |
| 6M | +15.0% | 0.0% | +15.0% | +14.9% |
| YTD | +9.0% | -3.0% | +12.0% | +10.2% |
| 1Y | +4.5% | -4.7% | +9.2% | +6.4% |
| 3Y | +41.9% | +36.5% | +5.4% | +18.2% |
| 5Y | +10.7% | +44.4% | -33.6% | -11.1% |
| All | +337.7% | +171.2% | +166.4% | +166.8% |
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