+1.6%
PG vs SHEL
+70.5%
-68.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -0.8% | +4.1% | -4.9% | -0.8% |
| 30D | +0.8% | +8.4% | -7.6% | +0.9% |
| 3M | -1.3% | +13.7% | -15.0% | -1.4% |
| 6M | -3.8% | +12.7% | -16.5% | -4.0% |
| YTD | +3.6% | +35.3% | -31.7% | +2.7% |
| 1Y | -5.7% | +39.4% | -45.1% | -6.7% |
| 3Y | +1.6% | +71.5% | -69.9% | -1.7% |
| All | +1.6% | +70.5% | -68.9% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling