+190.2%
SHEL vs PTC
+1.8%
+188.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.1% | +3.3% |
| 7D | +1.9% | -12.8% | +14.7% | +3.8% |
| 30D | +8.7% | -9.8% | +18.4% | +10.0% |
| 3M | +11.0% | -2.1% | +13.0% | +10.8% |
| 6M | +14.6% | -18.1% | +32.7% | +17.6% |
| YTD | +33.3% | -23.5% | +56.8% | +38.2% |
| 1Y | +37.9% | -37.4% | +75.2% | +48.5% |
| 3Y | +69.7% | -7.2% | +77.0% | +65.6% |
| 5Y | +190.2% | +2.7% | +187.5% | +175.1% |
| All | +190.2% | +1.8% | +188.3% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling