+23.4%
SHW vs PFGC
+63.1%
-39.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | -1.2% | -2.4% | +1.3% | -0.2% |
| 30D | -11.6% | -15.8% | +4.2% | -5.6% |
| 3M | +9.1% | -0.6% | +9.7% | +9.2% |
| 6M | -0.7% | +10.7% | -11.3% | -4.7% |
| YTD | +1.4% | +7.6% | -6.3% | -2.6% |
| 1Y | -12.3% | -7.8% | -4.5% | -10.6% |
| 3Y | +23.4% | +63.7% | -40.3% | -3.8% |
| All | +23.4% | +63.1% | -39.7% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling