+91.3%
PEP vs SHEL
+218.8%
-127.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -0.3% | -1.6% | +1.2% | -0.1% |
| 30D | +11.8% | -4.3% | +16.1% | +12.5% |
| 3M | +3.7% | +10.4% | -6.7% | +1.9% |
| 6M | -4.3% | +17.5% | -21.9% | -7.0% |
| YTD | +2.1% | +37.8% | -35.7% | -3.6% |
| 1Y | +2.5% | +33.8% | -31.3% | -2.7% |
| 3Y | -5.0% | +69.1% | -74.1% | -14.1% |
| 5Y | +2.9% | +165.7% | -162.8% | -15.9% |
| All | +91.3% | +218.8% | -127.5% | +47.9% |
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