+160.4%
SHEL vs PPL
+47.9%
+112.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -8.8% | +0.4% | -9.3% | -9.0% |
| 30D | +2.3% | +5.4% | -3.1% | +0.9% |
| 3M | +11.6% | +4.3% | +7.3% | +10.2% |
| 6M | +15.7% | -1.3% | +17.0% | +15.9% |
| YTD | +38.6% | +4.7% | +33.9% | +35.9% |
| 1Y | +38.5% | +1.3% | +37.2% | +37.2% |
| 3Y | +66.9% | +57.2% | +9.7% | +40.1% |
| All | +160.4% | +47.9% | +112.5% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling