+79.1%
PEP vs SHEL
+201.7%
-122.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -1.7% | +3.0% | -4.7% | -2.2% |
| 30D | +0.3% | +7.2% | -6.9% | -0.8% |
| 3M | -3.2% | +12.9% | -16.1% | -5.2% |
| 6M | -13.6% | +13.7% | -27.3% | -15.6% |
| YTD | -1.9% | +33.7% | -35.5% | -6.8% |
| 1Y | -0.6% | +37.9% | -38.5% | -6.2% |
| 3Y | -13.6% | +70.2% | -83.8% | -21.9% |
| 5Y | +3.2% | +192.3% | -189.1% | -17.3% |
| 10Y | +79.1% | +207.3% | -128.2% | +38.1% |
| All | +79.1% | +201.7% | -122.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 10y: compounded portfolio wealth divided by compounded SHEL 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…
10y analysis · Full analysis span regression · 6 months rolling