+3,260.6%
PEP vs SHW
+22,149.5%
-18,888.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.6% |
| 7D | +1.0% | +1.6% | -0.5% | +0.6% |
| 30D | +12.6% | +12.1% | +0.6% | +9.5% |
| 3M | +3.1% | -3.0% | +6.1% | +3.7% |
| 6M | -6.3% | +13.5% | -19.8% | -9.5% |
| YTD | +1.9% | +11.2% | -9.4% | -1.4% |
| 1Y | +3.3% | +6.2% | -2.9% | +1.0% |
| 3Y | -4.8% | +45.6% | -50.5% | -14.6% |
| 5Y | +2.0% | +15.6% | -13.5% | -4.7% |
| 10Y | +80.3% | +356.5% | -276.1% | +21.3% |
| All | +3,260.6% | +22,149.5% | -18,888.9% | +566.3% |
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