-13.2%
PYPL vs SHW
+23.1%
-36.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.3% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | -9.7% | -11.6% | +1.9% | -4.9% |
| 3M | +29.2% | +9.1% | +20.1% | +23.9% |
| 6M | +13.9% | -0.7% | +14.5% | +13.3% |
| YTD | -8.1% | +1.4% | -9.5% | -10.5% |
| 1Y | -21.4% | -12.3% | -9.1% | -17.4% |
| All | -13.2% | +23.1% | -36.3% | -25.4% |
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 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