+76.6%
PEP vs SHW
+275.8%
-199.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.5% |
| 30D | +0.7% | -11.6% | +12.3% | +4.6% |
| 3M | -0.5% | +9.1% | -9.6% | -3.6% |
| 6M | -11.3% | -0.7% | -10.6% | -11.7% |
| YTD | -0.6% | +1.4% | -1.9% | -1.8% |
| 1Y | +1.7% | -12.3% | +13.9% | +4.9% |
| 3Y | -12.5% | +23.4% | -35.8% | -20.4% |
| 5Y | +3.9% | +15.0% | -11.1% | -5.3% |
| 10Y | +76.6% | +278.3% | -201.7% | +21.1% |
| All | +76.6% | +275.8% | -199.3% | +21.1% |
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