-13.1%
PEP vs SHW
+27.6%
-40.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.4% | -3.2% | +1.8% | -0.6% |
| 30D | +0.2% | -9.5% | +9.8% | +2.6% |
| 3M | -1.1% | +11.5% | -12.6% | -3.8% |
| 6M | -13.5% | -3.5% | -9.9% | -13.1% |
| YTD | -1.2% | +3.7% | -4.9% | -2.5% |
| 1Y | -1.6% | -7.9% | +6.3% | -0.2% |
| All | -13.1% | +27.6% | -40.7% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling