+763.1%
PM vs SHEL
+250.8%
+512.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.2% |
| 7D | -4.9% | +2.2% | -7.1% | -5.6% |
| 30D | -3.4% | +6.8% | -10.2% | -5.5% |
| 3M | +5.2% | +8.1% | -2.9% | +2.3% |
| 6M | +3.7% | +14.4% | -10.7% | -1.2% |
| YTD | +15.8% | +30.0% | -14.2% | +5.5% |
| 1Y | +17.4% | +33.3% | -16.0% | +5.9% |
| 3Y | +116.9% | +66.4% | +50.5% | +79.0% |
| 5Y | +117.3% | +178.6% | -61.2% | +45.6% |
| 10Y | +193.8% | +198.4% | -4.7% | +76.0% |
| All | +763.1% | +250.8% | +512.4% | +308.0% |
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