+207.4%
SHEL vs PODD
+229.6%
-22.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +3.9% | -10.6% | +14.5% | +5.0% |
| 30D | +7.0% | -6.9% | +13.9% | +7.6% |
| 3M | +12.5% | -10.6% | +23.1% | +13.2% |
| 6M | +14.8% | -43.5% | +58.2% | +20.3% |
| YTD | +34.2% | -52.6% | +86.8% | +43.0% |
| 1Y | +37.0% | -60.1% | +97.1% | +48.3% |
| 3Y | +70.9% | -21.7% | +92.5% | +69.4% |
| 5Y | +192.5% | -54.6% | +247.1% | +203.8% |
| All | +207.4% | +229.6% | -22.2% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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