+1,160.1%
SHEL vs PAAS
+1,002.0%
+158.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.6% |
| 7D | -5.8% | +8.8% | -14.6% | -6.9% |
| 30D | -1.3% | -8.5% | +7.2% | -0.4% |
| 3M | +12.7% | -17.0% | +29.7% | +14.9% |
| 6M | +19.9% | -27.9% | +47.8% | +23.8% |
| YTD | +38.3% | -17.5% | +55.7% | +38.6% |
| 1Y | +35.7% | +22.8% | +12.8% | +28.3% |
| 3Y | +71.7% | +224.2% | -152.5% | +38.0% |
| 5Y | +158.4% | +73.6% | +84.8% | +121.2% |
| 10Y | +204.1% | +186.4% | +17.7% | +127.4% |
| All | +1,160.1% | +1,002.0% | +158.1% | +684.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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