+51.4%
PYPL vs SHW
+304.5%
-253.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.3% |
| 7D | +2.7% | -3.2% | +5.9% | +4.5% |
| 30D | -4.9% | -9.5% | +4.6% | +0.3% |
| 3M | +28.9% | +11.5% | +17.4% | +20.7% |
| 6M | +18.2% | -3.5% | +21.8% | +19.0% |
| YTD | -5.0% | +3.7% | -8.7% | -8.8% |
| 1Y | -18.8% | -7.9% | -10.9% | -16.8% |
| 3Y | -12.6% | +24.7% | -37.3% | -25.7% |
| 5Y | -80.8% | +13.6% | -94.4% | -83.2% |
| 10Y | +49.9% | +283.0% | -233.0% | -27.7% |
| All | +51.4% | +304.5% | -253.1% | -30.2% |
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