+68.0%
SHEL vs PBF
+79.2%
-11.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -1.6% | +4.3% | -5.8% | -2.3% |
| 30D | -4.3% | -21.8% | +17.5% | -0.8% |
| 3M | +10.4% | +1.7% | +8.7% | +9.2% |
| 6M | +17.5% | +69.8% | -52.2% | +6.2% |
| YTD | +37.8% | +167.7% | -129.9% | +13.5% |
| 1Y | +33.8% | +89.0% | -55.2% | +17.0% |
| All | +68.0% | +79.2% | -11.3% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling