-19.3%
PYPL vs SHEL
+39.6%
-58.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.8% |
| 7D | -2.3% | +4.1% | -6.4% | -2.1% |
| 30D | -9.0% | +8.4% | -17.4% | -8.9% |
| 3M | +30.6% | +13.7% | +16.9% | +30.6% |
| 6M | +18.6% | +12.7% | +5.9% | +18.1% |
| YTD | -7.2% | +35.3% | -42.5% | -7.6% |
| 1Y | -19.3% | +39.4% | -58.6% | -19.5% |
| All | -19.3% | +39.6% | -58.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling