+63.3%
PYPL vs SHEL
+211.9%
-148.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.3% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +5.7% | -3.6% | +9.2% | +6.6% |
| 3M | -1.9% | +12.0% | -14.0% | -5.4% |
| 6M | +31.8% | +19.7% | +12.1% | +24.4% |
| YTD | +2.4% | +39.6% | -37.2% | -8.3% |
| 1Y | -8.2% | +36.4% | -44.7% | -17.4% |
| 3Y | +10.2% | +70.2% | -60.0% | -7.9% |
| 5Y | -71.2% | +169.2% | -240.5% | -79.4% |
| 10Y | +49.6% | +217.1% | -167.5% | -4.1% |
| All | +63.3% | +211.9% | -148.6% | +3.2% |
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