+161.7%
SHEL vs PH
+213.3%
-51.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | -6.7% | +2.1% | -8.8% | -7.2% |
| 30D | -2.9% | +0.3% | -3.2% | -3.2% |
| 3M | +9.1% | -8.8% | +17.9% | +11.6% |
| 6M | +17.9% | +10.0% | +7.9% | +13.5% |
| YTD | +36.0% | +10.5% | +25.5% | +29.4% |
| 1Y | +31.8% | +15.5% | +16.3% | +23.3% |
| 3Y | +66.9% | +136.4% | -69.5% | +14.1% |
| All | +161.7% | +213.3% | -51.5% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling