+3,280.3%
PEP vs SHW
+21,595.0%
-18,314.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.2% |
| 7D | +6.7% | +5.7% | +0.9% | +5.2% |
| 30D | +13.5% | +8.7% | +4.9% | +11.2% |
| 3M | +3.9% | -5.4% | +9.3% | +5.2% |
| 6M | -6.0% | +12.2% | -18.2% | -8.9% |
| YTD | +2.5% | +8.5% | -6.0% | -0.2% |
| 1Y | +3.9% | +4.9% | -1.0% | +2.0% |
| 3Y | -4.7% | +42.8% | -47.5% | -14.0% |
| 5Y | +1.1% | +14.5% | -13.4% | -5.3% |
| 10Y | +83.8% | +373.0% | -289.1% | +22.8% |
| All | +3,280.3% | +21,595.0% | -18,314.7% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling