+51.4%
PYPL vs SHEL
+190.3%
-138.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | +2.7% | +2.2% | +0.4% | +2.0% |
| 30D | -4.9% | +6.8% | -11.7% | -6.8% |
| 3M | +28.9% | +8.1% | +20.8% | +25.7% |
| 6M | +18.2% | +14.4% | +3.8% | +13.0% |
| YTD | -5.0% | +30.0% | -35.0% | -13.0% |
| 1Y | -18.8% | +33.3% | -52.2% | -26.3% |
| 3Y | -12.6% | +66.4% | -79.0% | -26.4% |
| 5Y | -80.8% | +178.6% | -259.3% | -86.4% |
| 10Y | +49.9% | +198.4% | -148.5% | -2.2% |
| All | +51.4% | +190.3% | -138.9% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling