+278.3%
SHW vs PTC
+204.7%
+73.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -0.7% |
| 7D | -1.2% | -12.8% | +11.6% | +2.6% |
| 30D | -11.6% | -9.8% | -1.8% | -9.2% |
| 3M | +9.1% | -2.1% | +11.2% | +8.6% |
| 6M | -0.7% | -18.1% | +17.4% | +3.9% |
| YTD | +1.4% | -23.5% | +24.9% | +7.7% |
| 1Y | -12.3% | -37.4% | +25.1% | -1.0% |
| 3Y | +23.4% | -7.2% | +30.6% | +21.2% |
| 5Y | +15.0% | +2.7% | +12.3% | +7.6% |
| 10Y | +278.3% | +203.4% | +74.9% | +137.4% |
| All | +278.3% | +204.7% | +73.5% | +137.4% |
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