+23.4%
SHW vs PEG
+34.5%
-11.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | -11.6% | -1.9% | -9.7% | -11.1% |
| 3M | +9.1% | -3.7% | +12.8% | +10.4% |
| 6M | -0.7% | -9.4% | +8.8% | +2.2% |
| YTD | +1.4% | -6.0% | +7.3% | +3.2% |
| 1Y | -12.3% | -4.4% | -7.9% | -11.3% |
| 3Y | +23.4% | +33.5% | -10.2% | +10.5% |
| All | +23.4% | +34.5% | -11.1% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling