+3,159.9%
PEP vs SHEL
+2,460.3%
+699.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -1.4% | +2.2% | -3.6% | -1.7% |
| 30D | +0.2% | +6.8% | -6.6% | -0.8% |
| 3M | -1.1% | +8.1% | -9.2% | -2.4% |
| 6M | -13.5% | +14.4% | -27.9% | -15.4% |
| YTD | -1.2% | +30.0% | -31.2% | -5.3% |
| 1Y | -1.6% | +33.3% | -34.9% | -6.1% |
| 3Y | -12.5% | +66.4% | -79.0% | -19.8% |
| 5Y | +3.0% | +178.6% | -175.5% | -13.9% |
| 10Y | +73.9% | +198.4% | -124.5% | +38.8% |
| All | +3,159.9% | +2,460.3% | +699.7% | +2,052.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling