+548.8%
PLTR vs SHEL
+192.5%
+356.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | 0.0% | +3.0% | -3.0% | -1.0% |
| 30D | -3.3% | +7.2% | -10.5% | -5.7% |
| 3M | +28.4% | +12.9% | +15.5% | +22.0% |
| 6M | +8.4% | +13.7% | -5.3% | +2.4% |
| YTD | -4.6% | +33.7% | -38.3% | -15.9% |
| 1Y | +4.4% | +37.9% | -33.5% | -9.2% |
| 3Y | +1,020.5% | +70.2% | +950.2% | +794.1% |
| 5Y | +548.8% | +192.3% | +356.5% | +354.9% |
| All | +548.8% | +192.5% | +356.3% | +354.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling