+165.7%
SHEL vs PL
+33.5%
+132.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.8% |
| 7D | -1.6% | +22.3% | -23.8% | -2.4% |
| 30D | -4.3% | -8.3% | +4.0% | -4.1% |
| 3M | +10.4% | -43.3% | +53.7% | +12.7% |
| 6M | +17.5% | -65.8% | +83.4% | +22.1% |
| YTD | +37.8% | -29.5% | +67.3% | +37.4% |
| 1Y | +33.8% | +11.7% | +22.1% | +30.2% |
| 3Y | +69.1% | +540.6% | -471.5% | +44.5% |
| 5Y | +165.7% | +32.9% | +132.8% | +139.5% |
| All | +165.7% | +33.5% | +132.2% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling