+3,908.7%
PG vs SHEL
+2,543.2%
+1,365.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -2.7% | +3.9% | -6.6% | -3.2% |
| 30D | -1.5% | +7.0% | -8.5% | -2.5% |
| 3M | -3.4% | +12.5% | -15.9% | -5.0% |
| 6M | -7.0% | +14.8% | -21.7% | -9.0% |
| YTD | +2.0% | +34.2% | -32.2% | -2.5% |
| 1Y | -6.5% | +37.0% | -43.5% | -10.9% |
| 3Y | +1.2% | +70.9% | -69.7% | -7.2% |
| 5Y | +12.8% | +192.5% | -179.8% | -5.6% |
| 10Y | +117.7% | +208.5% | -90.8% | +74.4% |
| All | +3,908.7% | +2,543.2% | +1,365.6% | +2,542.9% |
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 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