+3,280.0%
PFE vs SHEL
+2,460.3%
+819.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +1.8% | +2.2% | -0.5% | +1.3% |
| 30D | +10.2% | +6.8% | +3.4% | +8.8% |
| 3M | +12.7% | +8.1% | +4.6% | +10.8% |
| 6M | +10.5% | +14.4% | -3.9% | +7.3% |
| YTD | +20.2% | +30.0% | -9.8% | +13.6% |
| 1Y | +24.1% | +33.3% | -9.3% | +16.6% |
| 3Y | -3.6% | +66.4% | -70.0% | -13.8% |
| 5Y | -20.9% | +178.6% | -199.4% | -37.4% |
| 10Y | +35.8% | +198.4% | -162.6% | +1.4% |
| All | +3,280.0% | +2,460.3% | +819.7% | +1,962.8% |
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