+10.0%
SHW vs PFG
+92.7%
-82.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +1.7% | +2.4% | -0.7% | +0.7% |
| 30D | +7.8% | +5.9% | +1.9% | +5.4% |
| 3M | -3.0% | -0.4% | -2.6% | -2.9% |
| 6M | +14.8% | +14.8% | -0.1% | +8.0% |
| YTD | +8.8% | +31.9% | -23.2% | -3.8% |
| 1Y | +4.2% | +38.8% | -34.6% | -9.8% |
| 3Y | +41.5% | +82.4% | -40.9% | +7.4% |
| All | +10.0% | +92.7% | -82.7% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 5y: compounded portfolio wealth divided by compounded PFG 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…
5y analysis · Full analysis span regression · 6 months rolling