+192.3%
SHEL vs PBF
+817.4%
-625.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.0% | +1.4% | +1.7% | +2.7% |
| 30D | +7.2% | +15.8% | -8.6% | +3.8% |
| 3M | +12.9% | +90.3% | -77.4% | -1.9% |
| 6M | +13.7% | +102.8% | -89.1% | -3.3% |
| YTD | +33.7% | +187.3% | -153.7% | +4.4% |
| 1Y | +37.9% | +161.8% | -124.0% | +8.6% |
| 3Y | +70.2% | +55.5% | +14.8% | +43.7% |
| 5Y | +192.3% | +801.9% | -609.6% | +59.5% |
| All | +192.3% | +817.4% | -625.0% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling