+280.4%
SHW vs PNR
+66.2%
+214.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | -3.1% | -6.0% | +2.9% | 0.0% |
| 30D | -10.0% | -14.0% | +3.9% | -2.9% |
| 3M | +2.3% | -21.7% | +24.0% | +14.6% |
| 6M | +0.7% | -37.3% | +37.9% | +26.3% |
| YTD | +0.5% | -45.1% | +45.6% | +34.2% |
| 1Y | -11.5% | -49.1% | +37.7% | +22.8% |
| 3Y | +21.3% | -14.8% | +36.2% | +27.0% |
| 5Y | +12.5% | -21.0% | +33.5% | +18.5% |
| All | +280.4% | +66.2% | +214.3% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling