+39.4%
SHEL vs PHM
-12.7%
+52.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +1.0% |
| 7D | +4.1% | -5.0% | +9.1% | +3.6% |
| 30D | +8.4% | -8.4% | +16.8% | +7.5% |
| 3M | +13.7% | -4.4% | +18.1% | +13.1% |
| 6M | +12.7% | -3.7% | +16.4% | +12.6% |
| YTD | +35.3% | +1.3% | +34.0% | +34.6% |
| 1Y | +39.4% | -14.0% | +53.4% | +41.2% |
| All | +39.4% | -12.7% | +52.1% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling