+95.5%
PEP vs SHW
+339.2%
-243.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.9% | +1.9% | +1.0% | +2.2% |
| 30D | +12.5% | +8.1% | +4.5% | +9.6% |
| 3M | +4.5% | -2.8% | +7.3% | +5.2% |
| 6M | -0.5% | +15.0% | -15.5% | -5.5% |
| YTD | +4.4% | +9.0% | -4.6% | +0.5% |
| 1Y | +4.4% | +4.5% | -0.1% | +1.8% |
| 3Y | -3.4% | +41.9% | -45.2% | -16.5% |
| 5Y | +5.2% | +10.7% | -5.6% | -2.5% |
| All | +95.5% | +339.2% | -243.7% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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