+14.5%
SHW vs PR
+227.5%
-213.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | +4.2% | -9.5% | +13.7% | +4.6% |
| 30D | +11.3% | -5.7% | +17.0% | +11.3% |
| 3M | -1.8% | +3.0% | -4.8% | -2.1% |
| 6M | +12.7% | +11.8% | +0.9% | +11.7% |
| YTD | +10.4% | +58.5% | -48.0% | +6.3% |
| 1Y | +4.7% | +69.9% | -65.2% | +0.2% |
| 3Y | +42.7% | +84.9% | -42.2% | +34.4% |
| 5Y | +14.5% | +246.4% | -231.9% | +5.8% |
| All | +14.5% | +227.5% | -213.0% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling