+95.5%
SHEL vs PDD
+210.2%
-114.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.2% | -4.1% | +6.3% | +2.5% |
| 30D | +6.8% | -9.6% | +16.4% | +7.5% |
| 3M | +8.1% | -4.3% | +12.4% | +8.3% |
| 6M | +14.4% | -18.8% | +33.2% | +15.6% |
| YTD | +30.0% | -27.5% | +57.5% | +32.1% |
| 1Y | +33.3% | -33.6% | +67.0% | +36.2% |
| 3Y | +66.4% | -20.4% | +86.9% | +65.7% |
| 5Y | +178.6% | -19.6% | +198.1% | +170.4% |
| All | +95.5% | +210.2% | -114.8% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling