+3.9%
PEP vs SHEL
+186.2%
-182.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +0.4% |
| 7D | +0.1% | +1.9% | -1.8% | 0.0% |
| 30D | +0.7% | +8.7% | -8.0% | 0.0% |
| 3M | -0.5% | +11.0% | -11.5% | -1.4% |
| 6M | -11.3% | +14.6% | -25.9% | -12.4% |
| YTD | -0.6% | +33.3% | -33.9% | -3.1% |
| 1Y | +1.7% | +37.9% | -36.2% | -1.2% |
| 3Y | -12.5% | +69.7% | -82.2% | -16.8% |
| 5Y | +3.9% | +190.1% | -186.3% | -3.4% |
| All | +3.9% | +186.2% | -182.3% | -3.4% |
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