-81.1%
PYPL vs SHW
+14.2%
-95.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.1% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | -9.7% | -11.6% | +1.9% | -4.2% |
| 3M | +29.2% | +9.1% | +20.1% | +23.2% |
| 6M | +13.9% | -0.7% | +14.5% | +13.0% |
| YTD | -8.1% | +1.4% | -9.5% | -10.5% |
| 1Y | -21.4% | -12.3% | -9.1% | -17.3% |
| 3Y | -11.8% | +23.4% | -35.2% | -24.0% |
| 5Y | -81.1% | +15.0% | -96.2% | -84.5% |
| All | -81.1% | +14.2% | -95.4% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling