+5,652.2%
SHW vs PFG
+1,015.3%
+4,636.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | -3.2% | +5.5% | -8.8% | -4.6% |
| 30D | -9.5% | +2.4% | -11.9% | -10.2% |
| 3M | +11.5% | +13.6% | -2.1% | +7.7% |
| 6M | -3.5% | +27.9% | -31.4% | -9.6% |
| YTD | +3.7% | +35.6% | -31.8% | -4.4% |
| 1Y | -7.9% | +48.5% | -56.4% | -17.1% |
| 3Y | +24.7% | +66.9% | -42.2% | +8.3% |
| 5Y | +13.6% | +111.0% | -97.4% | -7.9% |
| 10Y | +283.0% | +244.5% | +38.5% | +161.6% |
| All | +5,652.2% | +1,015.3% | +4,636.9% | +2,397.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling