+160.4%
SHEL vs PDD
-1.2%
+161.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -8.8% | +5.6% | -14.5% | -9.1% |
| 30D | +2.3% | +5.8% | -3.5% | +2.0% |
| 3M | +11.6% | -8.6% | +20.2% | +12.0% |
| 6M | +15.7% | -18.8% | +34.5% | +16.7% |
| YTD | +38.6% | -26.8% | +65.3% | +40.4% |
| 1Y | +38.5% | -39.3% | +77.8% | +41.8% |
| 3Y | +66.9% | -22.5% | +89.4% | +66.7% |
| All | +160.4% | -1.2% | +161.6% | +160.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling