+41.9%
SHW vs PSX
+157.7%
-115.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +1.9% | +7.8% | -5.9% | +1.5% |
| 30D | +8.1% | -10.9% | +19.0% | +8.6% |
| 3M | -2.8% | +14.5% | -17.3% | -3.7% |
| 6M | +15.0% | +56.1% | -41.1% | +10.7% |
| YTD | +9.0% | +109.6% | -100.6% | -1.1% |
| 1Y | +4.5% | +95.5% | -91.0% | -4.1% |
| 3Y | +41.9% | +156.2% | -114.3% | +22.5% |
| All | +41.9% | +157.7% | -115.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 3y: compounded portfolio wealth divided by compounded PSX 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…
3y analysis · Full analysis span regression · 6 months rolling