+100.4%
SHEL vs PDD
+200.9%
-100.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +2.7% |
| 7D | +1.9% | -4.1% | +6.0% | +2.2% |
| 30D | +8.7% | -13.1% | +21.7% | +9.5% |
| 3M | +11.0% | -3.5% | +14.4% | +11.1% |
| 6M | +14.6% | -21.8% | +36.3% | +16.0% |
| YTD | +33.3% | -29.7% | +62.9% | +35.7% |
| 1Y | +37.9% | -36.2% | +74.1% | +41.1% |
| 3Y | +69.7% | -16.4% | +86.1% | +68.5% |
| 5Y | +190.2% | -23.8% | +214.0% | +182.6% |
| All | +100.4% | +200.9% | -100.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling