+43.3%
SHEL vs PL
-0.6%
+43.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.1% | -2.1% |
| 7D | -3.2% | -11.7% | +8.6% | -3.0% |
| 30D | +5.5% | -27.1% | +32.7% | +6.1% |
| 3M | +14.4% | -44.6% | +59.0% | +15.7% |
| 6M | +16.2% | -67.2% | +83.3% | +18.8% |
| YTD | +42.4% | -35.9% | +78.3% | +42.4% |
| 1Y | +43.3% | -0.4% | +43.7% | +42.7% |
| All | +43.3% | -0.6% | +43.9% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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