+17.5%
SHEL vs PTC
+33.5%
-15.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | -4.3% | +1.2% | -5.5% | -4.3% |
| 3M | +10.4% | +32.6% | -22.2% | +10.3% |
| 6M | +17.5% | +36.1% | -18.5% | +20.1% |
| All | +17.5% | +33.5% | -15.9% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling