-22.2%
PFE vs SHEL
+186.2%
-208.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.9% | -2.6% |
| 7D | -2.7% | +1.9% | -4.6% | -2.9% |
| 30D | +3.8% | +8.7% | -4.8% | +2.8% |
| 3M | +10.4% | +11.0% | -0.6% | +8.8% |
| 6M | +6.3% | +14.6% | -8.3% | +4.2% |
| YTD | +17.4% | +33.3% | -15.9% | +12.7% |
| 1Y | +21.1% | +37.9% | -16.7% | +15.8% |
| 3Y | -1.6% | +69.7% | -71.3% | -8.3% |
| 5Y | -22.2% | +190.2% | -212.3% | -22.9% |
| All | -22.2% | +186.2% | -208.4% | -22.9% |
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 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