+69.4%
SHEL vs PH
+137.6%
-68.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +7.2% | -10.3% | +17.5% | +9.3% |
| 3M | +12.9% | +5.1% | +7.8% | +11.3% |
| 6M | +13.7% | +2.3% | +11.4% | +12.3% |
| YTD | +33.7% | +8.7% | +25.0% | +29.7% |
| 1Y | +37.9% | +26.8% | +11.1% | +27.9% |
| All | +69.4% | +137.6% | -68.2% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling