+398.1%
SHW vs PFGC
+419.1%
-21.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.6% |
| 7D | -3.2% | -2.2% | -1.0% | -2.7% |
| 30D | -9.5% | -11.9% | +2.4% | -7.0% |
| 3M | +11.5% | +5.0% | +6.5% | +10.2% |
| 6M | -3.5% | +8.6% | -12.1% | -5.4% |
| YTD | +3.7% | +9.7% | -6.0% | +1.2% |
| 1Y | -7.9% | -6.3% | -1.6% | -7.0% |
| 3Y | +24.7% | +58.2% | -33.5% | +11.7% |
| 5Y | +13.6% | +110.4% | -96.8% | -5.5% |
| 10Y | +283.0% | +272.8% | +10.2% | +156.4% |
| All | +398.1% | +419.1% | -21.0% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling