+204.1%
SHEL vs PPL
+62.1%
+141.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -5.8% | -1.2% | -4.6% | -5.3% |
| 30D | -1.3% | +4.2% | -5.5% | -3.2% |
| 3M | +12.7% | +1.5% | +11.2% | +11.7% |
| 6M | +19.9% | +1.0% | +18.8% | +18.7% |
| YTD | +38.3% | +4.4% | +33.9% | +34.2% |
| 1Y | +35.7% | +0.8% | +34.9% | +33.8% |
| 3Y | +71.7% | +56.5% | +15.2% | +33.8% |
| 5Y | +158.4% | +47.7% | +110.8% | +104.0% |
| 10Y | +204.1% | +64.4% | +139.6% | +124.1% |
| All | +204.1% | +62.1% | +141.9% | +124.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling