+207.4%
SHEL vs PBF
+367.4%
-160.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +3.9% | +2.3% | +1.6% | +3.4% |
| 30D | +7.0% | +11.6% | -4.6% | +4.0% |
| 3M | +12.5% | +81.7% | -69.2% | -3.0% |
| 6M | +14.8% | +96.4% | -81.7% | -3.8% |
| YTD | +34.2% | +189.5% | -155.3% | +1.5% |
| 1Y | +37.0% | +180.7% | -143.7% | +3.1% |
| 3Y | +70.9% | +56.6% | +14.3% | +40.3% |
| 5Y | +192.5% | +802.0% | -609.4% | +45.8% |
| All | +207.4% | +367.4% | -160.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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