+70.2%
SHEL vs PPL
+55.5%
+14.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -3.6% | +2.6% | -6.2% | -3.9% |
| 3M | +12.0% | +0.8% | +11.2% | +11.9% |
| 6M | +19.7% | +1.4% | +18.3% | +19.4% |
| YTD | +39.6% | +4.3% | +35.3% | +38.2% |
| 1Y | +36.4% | +0.8% | +35.7% | +35.9% |
| 3Y | +70.2% | +57.9% | +12.3% | +56.5% |
| All | +70.2% | +55.5% | +14.7% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling