+208.8%
PM vs SHEL
+211.3%
-2.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.1% |
| 7D | +1.9% | +3.9% | -2.0% | +0.9% |
| 30D | +1.9% | +7.0% | -5.1% | 0.0% |
| 3M | +4.6% | +12.5% | -7.9% | +1.1% |
| 6M | +11.7% | +14.8% | -3.1% | +7.1% |
| YTD | +20.4% | +34.2% | -13.8% | +10.4% |
| 1Y | +19.0% | +37.0% | -18.0% | +8.3% |
| 3Y | +130.4% | +70.9% | +59.5% | +94.5% |
| 5Y | +131.5% | +192.5% | -61.1% | +61.6% |
| All | +208.8% | +211.3% | -2.5% | +100.2% |
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