-11.8%
PYPL vs SHEL
+70.3%
-82.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.8% | -3.8% |
| 7D | +1.7% | +1.9% | -0.2% | +1.3% |
| 30D | -9.7% | +8.7% | -18.4% | -11.4% |
| 3M | +29.2% | +11.0% | +18.2% | +26.1% |
| 6M | +13.9% | +14.6% | -0.7% | +9.8% |
| YTD | -8.1% | +33.3% | -41.4% | -15.5% |
| 1Y | -21.4% | +37.9% | -59.3% | -28.6% |
| 3Y | -11.8% | +69.7% | -81.6% | -25.6% |
| All | -11.8% | +70.3% | -82.1% | -25.6% |
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