+210.0%
SHEL vs PH
+820.2%
-610.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | +4.1% | -1.3% | +5.4% | +4.7% |
| 30D | +8.4% | -11.0% | +19.4% | +14.4% |
| 3M | +13.7% | +5.5% | +8.2% | +9.9% |
| 6M | +12.7% | +1.5% | +11.2% | +9.7% |
| YTD | +35.3% | +8.8% | +26.5% | +26.6% |
| 1Y | +39.4% | +24.5% | +14.9% | +20.9% |
| 3Y | +71.5% | +141.2% | -69.7% | -1.2% |
| 5Y | +195.0% | +256.3% | -61.3% | +30.2% |
| All | +210.0% | +820.2% | -610.2% | -20.3% |
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