+356.1%
SHW vs PR
+66.0%
+290.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | +3.5% | -16.4% | +19.9% | +3.9% |
| 30D | +9.2% | -1.9% | +11.1% | +9.2% |
| 3M | -5.1% | +8.0% | -13.1% | -5.4% |
| 6M | +6.8% | +4.1% | +2.7% | +6.6% |
| YTD | +7.0% | +58.7% | -51.7% | +5.2% |
| 1Y | +4.1% | +75.8% | -71.7% | +2.0% |
| 3Y | +41.1% | +73.2% | -32.1% | +37.8% |
| 5Y | +12.9% | +230.1% | -217.3% | +7.8% |
| All | +356.1% | +66.0% | +290.1% | +341.7% |
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 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