+216.1%
SHEL vs PH
+700.5%
-484.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | -1.6% | +7.4% | -8.9% | -4.9% |
| 30D | -4.3% | +0.5% | -4.8% | -5.0% |
| 3M | +10.4% | -10.2% | +20.6% | +15.3% |
| 6M | +17.5% | +8.9% | +8.6% | +10.8% |
| YTD | +37.8% | +9.7% | +28.1% | +27.6% |
| 1Y | +33.8% | +12.8% | +21.0% | +21.9% |
| 3Y | +69.1% | +134.6% | -65.5% | -1.4% |
| 5Y | +165.7% | +204.5% | -38.8% | +28.5% |
| All | +216.1% | +700.5% | -484.4% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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