+6,032.3%
SHW vs PFG
+996.3%
+5,036.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -2.1% | -2.2% | +0.1% | -1.5% |
| 30D | +11.1% | +6.4% | +4.8% | +9.4% |
| 3M | -2.2% | +2.2% | -4.4% | -2.7% |
| 6M | +14.3% | +16.3% | -1.9% | +9.9% |
| YTD | +10.6% | +33.2% | -22.7% | +2.5% |
| 1Y | +4.1% | +40.6% | -36.5% | -4.9% |
| 3Y | +42.9% | +83.3% | -40.5% | +21.2% |
| 5Y | +14.2% | +97.7% | -83.5% | -5.7% |
| 10Y | +346.7% | +189.9% | +156.9% | +217.8% |
| All | +6,032.3% | +996.3% | +5,036.0% | +2,575.8% |
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 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