+20,418.4%
SHW vs PNC
+4,099.5%
+16,318.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -9.5% | -3.8% | -5.7% | -8.5% |
| 3M | +11.5% | +9.0% | +2.4% | +8.7% |
| 6M | -3.5% | +16.6% | -20.2% | -7.8% |
| YTD | +3.7% | +20.4% | -16.7% | -2.0% |
| 1Y | -7.9% | +22.3% | -30.2% | -13.5% |
| 3Y | +24.7% | +124.5% | -99.8% | -2.9% |
| 5Y | +13.6% | +54.1% | -40.5% | -2.4% |
| 10Y | +283.0% | +276.3% | +6.7% | +146.4% |
| All | +20,418.4% | +4,099.5% | +16,318.9% | +5,470.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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