-23.1%
PFE vs SHEL
+161.9%
-184.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -3.0% | -3.9% | +1.0% | -2.4% |
| 30D | +5.2% | -3.7% | +8.9% | +5.7% |
| 3M | +12.2% | +9.1% | +3.2% | +10.8% |
| 6M | +17.8% | +16.7% | +1.1% | +15.1% |
| YTD | +26.2% | +36.8% | -10.6% | +20.2% |
| 1Y | +23.2% | +31.8% | -8.6% | +18.0% |
| 3Y | +21.3% | +67.9% | -46.6% | +12.3% |
| 5Y | -23.1% | +163.3% | -186.4% | -20.5% |
| All | -23.1% | +161.9% | -184.9% | -20.5% |
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