+752.3%
PLTR vs SHEL
+71.4%
+680.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.5% |
| 7D | +4.7% | +0.8% | +4.0% | +4.5% |
| 30D | -16.4% | -3.6% | -12.8% | -15.6% |
| 3M | -6.2% | +12.0% | -18.2% | -10.3% |
| 6M | +29.2% | +19.7% | +9.5% | +19.1% |
| YTD | -5.5% | +39.6% | -45.1% | -20.8% |
| 1Y | -2.4% | +36.4% | -38.9% | -17.1% |
| 3Y | +752.3% | +70.2% | +682.1% | +489.6% |
| All | +752.3% | +71.4% | +680.9% | +489.6% |
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