+160.1%
PM vs SHEL
+161.9%
-1.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | -7.1% | -3.9% | -3.1% | -6.4% |
| 30D | -2.8% | -3.7% | +0.9% | -2.1% |
| 3M | +6.3% | +9.1% | -2.7% | +4.7% |
| 6M | +9.6% | +16.7% | -7.1% | +6.5% |
| YTD | +25.6% | +36.8% | -11.2% | +18.1% |
| 1Y | +29.7% | +31.8% | -2.1% | +22.8% |
| 3Y | +147.6% | +67.9% | +79.7% | +121.5% |
| 5Y | +160.1% | +163.3% | -3.2% | +110.4% |
| All | +160.1% | +161.9% | -1.7% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling