+3,159.9%
PEP vs SHW
+20,643.9%
-17,484.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 6M | -13.5% | -3.5% | -9.9% | -13.1% |
| YTD | -1.2% | +3.7% | -4.9% | -2.6% |
| 1Y | -1.6% | -7.9% | +6.3% | -0.3% |
| 3Y | -12.5% | +24.7% | -37.2% | -18.4% |
| 5Y | +3.0% | +13.6% | -10.6% | -3.3% |
| 10Y | +73.9% | +283.0% | -209.0% | +21.6% |
| All | +3,159.9% | +20,643.9% | -17,484.0% | +558.1% |
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 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