+116.1%
PG vs SHEL
+214.0%
-97.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | +4.1% | -4.9% | -1.2% |
| 30D | +0.8% | +8.4% | -7.6% | 0.0% |
| 3M | -1.3% | +13.7% | -15.0% | -2.7% |
| 6M | -3.8% | +12.7% | -16.5% | -5.2% |
| YTD | +3.6% | +35.3% | -31.7% | 0.0% |
| 1Y | -5.7% | +39.4% | -45.1% | -9.4% |
| 3Y | +1.6% | +71.5% | -69.9% | -5.2% |
| 5Y | +14.6% | +195.0% | -180.4% | -1.4% |
| All | +116.1% | +214.0% | -97.8% | +87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling