+37.9%
SHEL vs PPL
+0.8%
+37.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +1.9% | +1.8% | +0.2% | +1.9% |
| 30D | +8.7% | -1.1% | +9.7% | +8.7% |
| 3M | +11.0% | 0.0% | +10.9% | +11.0% |
| 6M | +14.6% | -7.6% | +22.1% | +15.0% |
| YTD | +33.3% | +1.7% | +31.5% | +32.8% |
| 1Y | +37.9% | +1.5% | +36.3% | +38.8% |
| All | +37.9% | +0.8% | +37.1% | +38.8% |
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