+438.6%
SHEL vs PLUG
-98.6%
+537.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | +0.5% |
| 7D | +2.2% | -0.9% | +3.2% | +2.3% |
| 30D | +6.8% | +3.3% | +3.5% | +6.5% |
| 3M | +8.1% | -39.7% | +47.8% | +11.1% |
| 6M | +14.4% | -12.5% | +26.9% | +14.3% |
| YTD | +30.0% | +10.2% | +19.8% | +27.3% |
| 1Y | +33.3% | +50.7% | -17.4% | +26.4% |
| 3Y | +66.4% | -74.5% | +140.9% | +64.7% |
| 5Y | +178.6% | -91.8% | +270.3% | +185.7% |
| 10Y | +198.4% | +43.7% | +154.7% | +132.2% |
| All | +438.6% | -98.6% | +537.2% | +276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling