+272.2%
SHW vs PR
+169.5%
+102.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -3.2% | +2.9% | -6.1% | -3.3% |
| 30D | -9.5% | +18.0% | -27.6% | -9.9% |
| 3M | +11.5% | +16.9% | -5.4% | +10.9% |
| 6M | -3.5% | +28.2% | -31.8% | -4.4% |
| YTD | +3.7% | +69.3% | -65.6% | +1.9% |
| 1Y | -7.9% | +69.5% | -77.4% | -9.6% |
| 3Y | +24.7% | +81.7% | -57.0% | +21.7% |
| 5Y | +13.6% | +422.2% | -408.7% | +7.5% |
| 10Y | +283.0% | +110.4% | +172.6% | +258.1% |
| All | +272.2% | +169.5% | +102.7% | +241.4% |
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