+66.8%
SHEL vs PTC
+29.2%
+37.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.9% | +0.5% | -4.4% | -4.0% |
| 30D | -3.7% | +0.9% | -4.6% | -3.7% |
| 3M | +9.1% | +30.4% | -21.3% | +7.0% |
| 6M | +16.7% | +34.4% | -17.7% | +14.2% |
| YTD | +36.8% | +12.6% | +24.2% | +37.5% |
| 1Y | +31.8% | +10.2% | +21.6% | +33.0% |
| All | +66.8% | +29.2% | +37.6% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling