+337.7%
SHW vs PR
+86.0%
+251.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | +1.9% | +6.0% | -4.1% | +1.8% |
| 30D | +8.1% | -4.2% | +12.3% | +8.1% |
| 3M | -2.8% | +10.0% | -12.7% | -3.1% |
| 6M | +15.0% | +15.6% | -0.6% | +14.4% |
| YTD | +9.0% | +68.2% | -59.2% | +7.0% |
| 1Y | +4.5% | +79.2% | -74.7% | +2.4% |
| 3Y | +41.9% | +94.9% | -53.1% | +38.1% |
| 5Y | +10.7% | +272.8% | -262.0% | +5.5% |
| All | +337.7% | +86.0% | +251.7% | +323.5% |
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