+21.3%
SHW vs PNR
-14.5%
+35.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.0% |
| 3M | +2.3% | -21.7% | +24.0% | +14.1% |
| 6M | +0.7% | -37.3% | +37.9% | +25.8% |
| YTD | +0.5% | -45.1% | +45.6% | +33.5% |
| 1Y | -11.5% | -49.1% | +37.7% | +22.4% |
| 3Y | +21.3% | -14.8% | +36.2% | +27.2% |
| All | +21.3% | -14.5% | +35.8% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling