-81.6%
PYPL vs SHEL
+192.5%
-274.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -4.3% | +3.0% | -7.4% | -5.1% |
| 30D | -11.5% | +7.2% | -18.7% | -13.1% |
| 3M | +26.1% | +12.9% | +13.3% | +21.9% |
| 6M | +13.7% | +13.7% | 0.0% | +9.2% |
| YTD | -9.8% | +33.7% | -43.5% | -17.7% |
| 1Y | -22.1% | +37.9% | -59.9% | -29.6% |
| 3Y | -13.5% | +70.2% | -83.7% | -27.5% |
| 5Y | -81.6% | +192.3% | -273.9% | -86.8% |
| All | -81.6% | +192.5% | -274.1% | -86.8% |
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