+124.3%
PM vs SHEL
+70.3%
+54.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.9% |
| 7D | -1.3% | +1.9% | -3.2% | -1.5% |
| 30D | -2.6% | +8.7% | -11.2% | -3.5% |
| 3M | +5.8% | +11.0% | -5.2% | +4.3% |
| 6M | +10.6% | +14.6% | -4.0% | +8.4% |
| YTD | +17.2% | +33.3% | -16.1% | +12.5% |
| 1Y | +17.6% | +37.9% | -20.2% | +12.5% |
| 3Y | +124.3% | +69.7% | +54.5% | +101.7% |
| All | +124.3% | +70.3% | +54.0% | +101.7% |
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