+40.1%
PYPL vs SHW
+288.7%
-248.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | -0.3% |
| 7D | -2.3% | -3.1% | +0.9% | -0.5% |
| 30D | -9.0% | -10.0% | +1.0% | -3.6% |
| 3M | +30.6% | +2.3% | +28.3% | +28.3% |
| 6M | +18.6% | +0.7% | +17.9% | +16.6% |
| YTD | -7.2% | +0.5% | -7.7% | -9.4% |
| 1Y | -19.3% | -11.5% | -7.8% | -15.2% |
| 3Y | -12.3% | +21.3% | -33.6% | -24.9% |
| 5Y | -80.9% | +12.5% | -93.4% | -83.4% |
| All | +40.1% | +288.7% | -248.6% | -29.6% |
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