+10.6%
PYPL vs SHEL
+67.9%
-57.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.2% | -3.9% | +2.7% | -0.4% |
| 30D | +6.1% | -3.7% | +9.8% | +6.7% |
| 3M | +1.1% | +9.1% | -8.0% | -1.1% |
| 6M | +32.7% | +16.7% | +16.0% | +27.7% |
| YTD | +2.8% | +36.8% | -34.0% | -6.4% |
| 1Y | -10.8% | +31.8% | -42.6% | -17.6% |
| All | +10.6% | +67.9% | -57.3% | -7.4% |
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