+15.3%
SHW vs PTC
+6.0%
+9.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.5% | +2.1% |
| 7D | -3.2% | -10.3% | +7.0% | -0.4% |
| 30D | -9.5% | +1.1% | -10.7% | -10.1% |
| 3M | +11.5% | +1.6% | +9.9% | +9.9% |
| 6M | -3.5% | -13.5% | +9.9% | -0.3% |
| YTD | +3.7% | -19.1% | +22.8% | +9.2% |
| 1Y | -7.9% | -33.9% | +26.0% | +3.7% |
| 3Y | +24.7% | -3.9% | +28.6% | +19.8% |
| All | +15.3% | +6.0% | +9.3% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling