+197.9%
SHEL vs PL
+84.9%
+113.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.7% |
| 7D | +2.2% | -9.3% | +11.6% | +2.6% |
| 30D | +6.8% | -18.9% | +25.8% | +7.7% |
| 3M | +8.1% | -58.4% | +66.5% | +11.8% |
| 6M | +14.4% | -30.3% | +44.7% | +14.8% |
| YTD | +30.0% | -8.1% | +38.1% | +28.5% |
| 1Y | +33.3% | +180.5% | -147.2% | +23.9% |
| 3Y | +66.4% | +444.1% | -377.7% | +44.3% |
| 5Y | +178.6% | +83.0% | +95.5% | +156.0% |
| All | +197.9% | +84.9% | +113.0% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling