+2,460.3%
SHEL vs PH
+25,185.5%
-22,725.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | -3.1% | +5.3% | +3.4% |
| 30D | +6.8% | -3.2% | +10.1% | +7.9% |
| 3M | +8.1% | +10.6% | -2.5% | +3.3% |
| 6M | +14.4% | -2.1% | +16.5% | +13.6% |
| YTD | +30.0% | +10.2% | +19.8% | +23.1% |
| 1Y | +33.3% | +28.2% | +5.1% | +18.5% |
| 3Y | +66.4% | +134.9% | -68.4% | +13.4% |
| 5Y | +178.6% | +253.6% | -75.1% | +58.4% |
| 10Y | +198.4% | +804.7% | -606.3% | +17.5% |
| All | +2,460.3% | +25,185.5% | -22,725.3% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling