+2,543.2%
SHEL vs PPG
+2,572.2%
-29.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +1.2% |
| 7D | +3.9% | -5.1% | +9.1% | +6.1% |
| 30D | +7.0% | -9.6% | +16.5% | +11.3% |
| 3M | +12.5% | -6.4% | +18.9% | +14.3% |
| 6M | +14.8% | +0.5% | +14.3% | +11.9% |
| YTD | +34.2% | +4.4% | +29.7% | +28.0% |
| 1Y | +37.0% | -0.9% | +37.9% | +33.0% |
| 3Y | +70.9% | -17.0% | +87.8% | +74.8% |
| 5Y | +192.5% | -23.7% | +216.2% | +199.9% |
| 10Y | +208.5% | +25.9% | +182.6% | +148.9% |
| All | +2,543.2% | +2,572.2% | -29.1% | +719.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling