+2,460.3%
SHEL vs PTC
+6,346.6%
-3,886.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.0% | +6.7% | +1.3% |
| 7D | +2.2% | -10.3% | +12.5% | +3.4% |
| 30D | +6.8% | +1.1% | +5.7% | +6.6% |
| 3M | +8.1% | +1.6% | +6.5% | +7.5% |
| 6M | +14.4% | -13.5% | +27.9% | +15.7% |
| YTD | +30.0% | -19.1% | +49.0% | +32.1% |
| 1Y | +33.3% | -33.9% | +67.2% | +38.6% |
| 3Y | +66.4% | -3.9% | +70.3% | +64.9% |
| 5Y | +178.6% | +6.0% | +172.5% | +170.5% |
| 10Y | +198.4% | +223.7% | -25.3% | +153.7% |
| All | +2,460.3% | +6,346.6% | -3,886.4% | +1,697.1% |
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 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