+63.8%
PYPL vs SHEL
+205.6%
-141.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.2% | -3.9% | +2.7% | 0.0% |
| 30D | +6.1% | -3.7% | +9.8% | +7.1% |
| 3M | +1.1% | +9.1% | -8.0% | -1.8% |
| 6M | +32.7% | +16.7% | +16.0% | +26.2% |
| YTD | +2.8% | +36.8% | -34.0% | -7.5% |
| 1Y | -10.8% | +31.8% | -42.6% | -18.8% |
| 3Y | +9.8% | +67.9% | -58.1% | -7.9% |
| 5Y | -70.2% | +163.3% | -233.6% | -78.6% |
| 10Y | +50.1% | +210.7% | -160.6% | -3.3% |
| All | +63.8% | +205.6% | -141.8% | +4.1% |
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