+973.7%
PLTR vs SHEL
+68.4%
+905.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | 0.0% | +3.0% | -3.0% | -1.3% |
| 30D | -3.3% | +7.2% | -10.5% | -6.3% |
| 3M | +28.4% | +12.9% | +15.5% | +20.2% |
| 6M | +8.4% | +13.7% | -5.3% | +0.3% |
| YTD | -4.6% | +33.7% | -38.3% | -20.8% |
| 1Y | +4.4% | +37.9% | -33.5% | -15.2% |
| All | +973.7% | +68.4% | +905.2% | +569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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