+346.7%
SHW vs PR
+72.8%
+273.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | +0.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | +11.1% | -4.6% | +15.7% | +11.2% |
| 3M | -2.2% | +4.7% | -6.8% | -2.4% |
| 6M | +14.3% | +12.4% | +1.9% | +13.8% |
| YTD | +10.6% | +62.9% | -52.3% | +8.7% |
| 1Y | +4.1% | +70.6% | -66.5% | +2.1% |
| 3Y | +42.9% | +90.0% | -47.2% | +39.2% |
| 5Y | +14.2% | +255.5% | -241.3% | +8.9% |
| 10Y | +346.7% | +78.7% | +268.0% | +333.2% |
| All | +346.7% | +72.8% | +273.9% | +333.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling