+10.2%
SHW vs PFGC
+138.1%
-127.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +1.9% | +3.4% | -1.5% | +0.7% |
| 30D | +8.1% | +16.9% | -8.9% | +2.0% |
| 3M | -2.8% | +6.4% | -9.2% | -5.2% |
| 6M | +15.0% | +16.0% | -1.0% | +8.7% |
| YTD | +9.0% | +23.6% | -14.6% | 0.0% |
| 1Y | +4.5% | +16.6% | -12.1% | -2.2% |
| 3Y | +41.9% | +82.3% | -40.4% | +12.1% |
| All | +10.2% | +138.1% | -127.9% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling