+10.0%
SHW vs PPG
-24.4%
+34.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.3% |
| 7D | -4.5% | -5.1% | +0.7% | -1.2% |
| 30D | -12.7% | -9.6% | -3.1% | -6.8% |
| 3M | +4.7% | -6.4% | +11.1% | +9.2% |
| 6M | -3.4% | +0.5% | -3.9% | -4.0% |
| YTD | -1.3% | +4.4% | -5.8% | -4.6% |
| 1Y | -10.4% | -0.9% | -9.4% | -10.6% |
| 3Y | +20.1% | -17.0% | +37.1% | +32.5% |
| All | +10.0% | -24.4% | +34.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 5y: compounded portfolio wealth divided by compounded PPG 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…
5y analysis · Full analysis span regression · 6 months rolling