-10.4%
SHW vs PFGC
-9.2%
-1.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -4.5% | -4.8% | +0.4% | -2.7% |
| 30D | -12.7% | -17.2% | +4.5% | -6.4% |
| 3M | +4.7% | -6.3% | +11.0% | +7.2% |
| 6M | -3.4% | +8.8% | -12.3% | -6.5% |
| YTD | -1.3% | +4.9% | -6.3% | -5.0% |
| 1Y | -10.4% | -9.5% | -0.9% | -10.1% |
| All | -10.4% | -9.2% | -1.1% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling