+220.3%
SHEL vs PODD
+324.4%
-104.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.1% |
| 7D | +0.8% | +4.1% | -3.3% | +0.4% |
| 30D | -3.6% | +13.9% | -17.4% | -4.8% |
| 3M | +12.0% | +4.1% | +7.9% | +11.4% |
| 6M | +19.7% | +2.4% | +17.3% | +18.7% |
| YTD | +39.6% | -46.4% | +86.0% | +47.1% |
| 1Y | +36.4% | -54.2% | +90.6% | +45.9% |
| 3Y | +70.2% | -6.9% | +77.1% | +66.0% |
| 5Y | +169.2% | -51.6% | +220.8% | +178.8% |
| All | +220.3% | +324.4% | -104.1% | +179.9% |
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