+356.5%
SHW vs PTC
+326.2%
+30.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +12.1% | +0.7% | +11.3% | +11.9% |
| 3M | -3.0% | +32.6% | -35.6% | -11.3% |
| 6M | +13.5% | +33.6% | -20.0% | +2.7% |
| YTD | +11.2% | +12.4% | -1.2% | +5.2% |
| 1Y | +6.2% | +11.2% | -5.0% | +0.8% |
| 3Y | +45.6% | +31.7% | +14.0% | +28.8% |
| 5Y | +15.6% | +60.1% | -44.5% | -5.1% |
| 10Y | +356.5% | +317.2% | +39.3% | +168.3% |
| All | +356.5% | +326.2% | +30.3% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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