+268.2%
PM vs SHEL
+218.8%
+49.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | 0.0% |
| 7D | -2.4% | -1.6% | -0.8% | -2.0% |
| 30D | -1.3% | -4.3% | +3.0% | -0.2% |
| 3M | +6.5% | +10.4% | -3.9% | +3.6% |
| 6M | +7.0% | +17.5% | -10.6% | +2.0% |
| YTD | +25.8% | +37.8% | -12.0% | +14.4% |
| 1Y | +30.9% | +33.8% | -2.9% | +20.0% |
| 3Y | +148.0% | +69.1% | +78.9% | +110.1% |
| 5Y | +161.2% | +165.7% | -4.5% | +88.5% |
| All | +268.2% | +218.8% | +49.4% | +145.6% |
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