+20,418.4%
SHW vs PEG
+2,907.1%
+17,511.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | +0.7% | -3.9% | -3.5% |
| 30D | -9.5% | -2.4% | -7.1% | -8.8% |
| 3M | +11.5% | -4.8% | +16.2% | +13.3% |
| 6M | -3.5% | -10.7% | +7.1% | +0.3% |
| YTD | +3.7% | -6.7% | +10.4% | +6.1% |
| 1Y | -7.9% | -6.8% | -1.1% | -6.0% |
| 3Y | +24.7% | +34.5% | -9.8% | +10.8% |
| 5Y | +13.6% | +35.8% | -22.2% | +0.3% |
| 10Y | +283.0% | +141.7% | +141.2% | +175.7% |
| All | +20,418.4% | +2,907.1% | +17,511.4% | +5,604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling