+204.1%
SHEL vs PLUG
+25.0%
+179.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.7% | -0.4% |
| 7D | -5.8% | +14.5% | -20.3% | -6.6% |
| 30D | -1.3% | -10.7% | +9.4% | -0.8% |
| 3M | +12.7% | -31.2% | +43.9% | +14.9% |
| 6M | +19.9% | -51.9% | +71.8% | +24.2% |
| YTD | +38.3% | -23.9% | +62.1% | +38.0% |
| 1Y | +35.7% | -43.4% | +79.1% | +37.6% |
| 3Y | +71.7% | -74.7% | +146.4% | +70.4% |
| 5Y | +158.4% | -96.3% | +254.7% | +187.2% |
| 10Y | +204.1% | +20.0% | +184.1% | +129.7% |
| All | +204.1% | +25.0% | +179.1% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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