+191.6%
SHEL vs PBF
+289.1%
-97.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | +0.8% | +6.5% | -5.7% | -0.7% |
| 30D | -3.6% | -20.0% | +16.4% | +0.9% |
| 3M | +12.0% | -3.3% | +15.4% | +11.7% |
| 6M | +19.7% | +76.8% | -57.1% | +3.2% |
| YTD | +39.6% | +168.9% | -129.3% | +7.3% |
| 1Y | +36.4% | +96.4% | -59.9% | +12.2% |
| 3Y | +70.2% | +77.2% | -7.0% | +35.6% |
| 5Y | +169.2% | +417.7% | -248.5% | +57.1% |
| 10Y | +217.1% | +264.7% | -47.7% | +59.0% |
| All | +191.6% | +289.1% | -97.4% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling