+33.3%
SHEL vs PPL
-0.5%
+33.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +2.7% | -0.4% | +2.1% |
| 30D | +6.8% | +0.5% | +6.4% | +6.8% |
| 3M | +8.1% | +0.7% | +7.5% | +8.1% |
| 6M | +14.4% | -7.6% | +22.0% | +14.9% |
| YTD | +30.0% | +1.8% | +28.1% | +29.4% |
| 1Y | +33.3% | -0.8% | +34.1% | +33.9% |
| All | +33.3% | -0.5% | +33.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling