+289.2%
SHW vs PR
+147.8%
+141.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.9% |
| 7D | +5.7% | -16.5% | +22.3% | +6.2% |
| 30D | +8.7% | -4.5% | +13.2% | +8.7% |
| 3M | -5.4% | +8.5% | -13.9% | -5.7% |
| 6M | +12.2% | -3.3% | +15.6% | +12.2% |
| YTD | +8.5% | +55.7% | -47.2% | +6.7% |
| 1Y | +4.9% | +82.0% | -77.1% | +2.7% |
| 3Y | +42.8% | +62.5% | -19.6% | +39.8% |
| 5Y | +14.5% | +223.9% | -209.4% | +9.5% |
| 10Y | +373.0% | +64.2% | +308.8% | +344.9% |
| All | +289.2% | +147.8% | +141.4% | +257.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling