+21,748.4%
SHW vs PTC
+8,885.1%
+12,863.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | +4.2% | +1.3% | +3.0% | +4.1% |
| 30D | +11.3% | +1.1% | +10.2% | +11.1% |
| 3M | -1.8% | +30.1% | -32.0% | -6.1% |
| 6M | +12.7% | +34.0% | -21.3% | +7.0% |
| YTD | +10.4% | +12.8% | -2.4% | +7.0% |
| 1Y | +4.7% | +10.7% | -6.0% | +1.7% |
| 3Y | +42.7% | +29.6% | +13.0% | +34.9% |
| 5Y | +14.5% | +63.5% | -49.0% | +4.5% |
| 10Y | +340.7% | +316.7% | +24.0% | +249.4% |
| All | +21,748.4% | +8,885.1% | +12,863.2% | +8,132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling