+207.4%
SHEL vs PTC
+200.2%
+7.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.9% | -14.2% | +18.2% | +7.5% |
| 30D | +7.0% | -14.4% | +21.4% | +10.5% |
| 3M | +12.5% | -4.7% | +17.2% | +12.7% |
| 6M | +14.8% | -19.3% | +34.1% | +19.3% |
| YTD | +34.2% | -26.1% | +60.3% | +42.1% |
| 1Y | +37.0% | -37.1% | +74.1% | +51.1% |
| 3Y | +70.9% | -10.4% | +81.3% | +67.7% |
| 5Y | +192.5% | +2.5% | +190.1% | +170.1% |
| All | +207.4% | +200.2% | +7.2% | +103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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