+210.0%
SHEL vs PHM
+568.1%
-358.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.5% |
| 7D | +4.1% | -5.0% | +9.1% | +5.3% |
| 30D | +8.4% | -8.4% | +16.8% | +10.4% |
| 3M | +13.7% | -4.4% | +18.1% | +14.2% |
| 6M | +12.7% | -3.7% | +16.4% | +12.3% |
| YTD | +35.3% | +1.3% | +34.0% | +32.6% |
| 1Y | +39.4% | -14.0% | +53.4% | +42.0% |
| 3Y | +71.5% | +48.1% | +23.3% | +46.4% |
| 5Y | +195.0% | +158.8% | +36.2% | +104.4% |
| All | +210.0% | +568.1% | -358.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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