+217.0%
SHEL vs PL
+46.6%
+170.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.5% | -14.7% | -0.8% |
| 7D | -5.8% | +10.9% | -16.7% | -6.2% |
| 30D | -1.3% | -16.4% | +15.1% | -0.7% |
| 3M | +12.7% | -39.9% | +52.7% | +14.8% |
| 6M | +19.9% | -63.2% | +83.1% | +24.0% |
| YTD | +38.3% | -27.1% | +65.4% | +37.7% |
| 1Y | +35.7% | +12.2% | +23.5% | +32.0% |
| 3Y | +71.7% | +584.3% | -512.6% | +46.4% |
| 5Y | +158.4% | +37.0% | +121.4% | +132.4% |
| All | +217.0% | +46.6% | +170.3% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling