+19,614.8%
SHW vs PPG
+2,625.9%
+16,988.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.7% | -0.4% |
| 7D | -3.2% | -3.7% | +0.5% | -1.2% |
| 30D | -11.4% | -7.2% | -4.2% | -7.8% |
| 3M | +3.5% | -7.3% | +10.8% | +7.8% |
| 6M | -3.4% | +0.3% | -3.6% | -3.6% |
| YTD | -0.3% | +6.5% | -6.9% | -3.9% |
| 1Y | -10.4% | +0.5% | -11.0% | -11.1% |
| 3Y | +21.3% | -15.3% | +36.6% | +30.6% |
| 5Y | +12.9% | -22.9% | +35.7% | +26.1% |
| 10Y | +284.1% | +28.4% | +255.7% | +220.5% |
| All | +19,614.8% | +2,625.9% | +16,988.9% | +4,388.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling