+90.1%
PEP vs SHEL
+207.9%
-117.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.1% | -3.9% | +5.0% | +1.7% |
| 30D | +13.6% | -3.7% | +17.3% | +14.2% |
| 3M | +5.1% | +9.1% | -4.0% | +3.5% |
| 6M | -1.6% | +16.7% | -18.3% | -4.3% |
| YTD | +3.3% | +36.8% | -33.5% | -2.3% |
| 1Y | +3.2% | +31.8% | -28.6% | -1.8% |
| 3Y | -3.9% | +67.9% | -71.8% | -13.0% |
| 5Y | +4.0% | +163.3% | -159.3% | -14.8% |
| 10Y | +90.1% | +210.7% | -120.5% | +45.8% |
| All | +90.1% | +207.9% | -117.8% | +45.8% |
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