+19,949.9%
SHW vs PNR
+3,553.7%
+16,396.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.4% | -1.4% |
| 7D | -1.2% | -3.0% | +1.9% | -0.1% |
| 30D | -11.6% | -14.9% | +3.3% | -6.7% |
| 3M | +9.1% | -19.0% | +28.1% | +16.5% |
| 6M | -0.7% | -35.9% | +35.3% | +14.7% |
| YTD | +1.4% | -43.1% | +44.5% | +21.3% |
| 1Y | -12.3% | -46.4% | +34.1% | +7.1% |
| 3Y | +23.4% | -10.8% | +34.2% | +26.7% |
| 5Y | +15.0% | -18.9% | +33.9% | +20.4% |
| 10Y | +278.3% | +64.4% | +213.9% | +211.1% |
| All | +19,949.9% | +3,553.7% | +16,396.2% | +8,647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling