+3.0%
PEP vs SHEL
+154.9%
-151.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +4.6% | -6.7% | +11.3% | +5.2% |
| 30D | +14.0% | -2.9% | +16.9% | +14.2% |
| 3M | +5.4% | +9.1% | -3.7% | +4.5% |
| 6M | -5.1% | +17.9% | -23.1% | -6.6% |
| YTD | +3.1% | +36.0% | -32.9% | +0.1% |
| 1Y | +4.8% | +31.8% | -27.0% | +2.0% |
| 3Y | -4.1% | +66.9% | -71.0% | -9.2% |
| 5Y | +3.0% | +160.6% | -157.6% | -7.1% |
| All | +3.0% | +154.9% | -151.9% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling