+273.5%
SHW vs PFGC
+294.6%
-21.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -4.5% | -4.8% | +0.4% | -3.4% |
| 30D | -12.7% | -17.2% | +4.5% | -8.9% |
| 3M | +4.7% | -6.3% | +11.0% | +6.2% |
| 6M | -3.4% | +8.8% | -12.3% | -5.3% |
| YTD | -1.3% | +4.9% | -6.3% | -2.7% |
| 1Y | -10.4% | -9.5% | -0.9% | -8.8% |
| 3Y | +20.1% | +59.6% | -39.5% | +7.3% |
| 5Y | +10.5% | +113.5% | -103.0% | -8.5% |
| All | +273.5% | +294.6% | -21.1% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling