+2,595.5%
SHEL vs PTC
+8,866.4%
-6,270.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | +9.1% | +30.4% | -21.3% | +5.2% |
| 6M | +16.7% | +34.4% | -17.7% | +11.8% |
| YTD | +36.8% | +12.6% | +24.2% | +33.3% |
| 1Y | +31.8% | +10.2% | +21.6% | +28.7% |
| 3Y | +67.9% | +29.4% | +38.5% | +59.9% |
| 5Y | +163.3% | +63.7% | +99.6% | +142.4% |
| 10Y | +210.7% | +316.9% | -106.2% | +155.0% |
| All | +2,595.5% | +8,866.4% | -6,270.9% | +1,712.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling