+2,460.3%
SHEL vs PPL
+2,096.5%
+363.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +2.7% | -0.4% | +1.2% |
| 30D | +6.8% | +0.5% | +6.4% | +6.5% |
| 3M | +8.1% | +0.7% | +7.5% | +7.5% |
| 6M | +14.4% | -7.6% | +22.0% | +17.5% |
| YTD | +30.0% | +1.8% | +28.1% | +28.1% |
| 1Y | +33.3% | -0.8% | +34.1% | +32.6% |
| 3Y | +66.4% | +56.9% | +9.6% | +35.3% |
| 5Y | +178.6% | +39.5% | +139.0% | +135.4% |
| 10Y | +198.4% | +55.4% | +143.0% | +136.3% |
| All | +2,460.3% | +2,096.5% | +363.8% | +909.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling