+210.0%
SHEL vs PPG
+26.9%
+183.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +4.1% | -6.2% | +10.4% | +6.7% |
| 30D | +8.4% | -7.9% | +16.3% | +11.8% |
| 3M | +13.7% | -10.2% | +23.9% | +17.5% |
| 6M | +12.7% | +2.7% | +10.0% | +8.7% |
| YTD | +35.3% | +4.9% | +30.4% | +28.4% |
| 1Y | +39.4% | -3.2% | +42.6% | +36.5% |
| 3Y | +71.5% | -17.0% | +88.5% | +75.7% |
| 5Y | +195.0% | -23.3% | +218.3% | +204.3% |
| All | +210.0% | +26.9% | +183.1% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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