+7.0%
SHW vs PR
+87.5%
-80.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -6.5% | +13.2% | +4.6% |
| 7D | +13.3% | -12.1% | +25.4% | +9.2% |
| 30D | +14.1% | +0.9% | +13.2% | +14.4% |
| 3M | +0.8% | +10.1% | -9.4% | +4.2% |
| 6M | +17.6% | +1.1% | +16.5% | +21.6% |
| YTD | +13.0% | +63.7% | -50.7% | +10.7% |
| 1Y | +7.0% | +87.0% | -80.0% | +1.7% |
| All | +7.0% | +87.5% | -80.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling