+171.4%
SHEL vs PBF
+303.9%
-132.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | +2.2% | +4.3% | -2.0% | +1.3% |
| 30D | +6.8% | +22.0% | -15.1% | +1.9% |
| 3M | +8.1% | +74.5% | -66.4% | -5.6% |
| 6M | +14.4% | +67.7% | -53.3% | -0.5% |
| YTD | +30.0% | +179.2% | -149.2% | -0.2% |
| 1Y | +33.3% | +170.0% | -136.7% | +1.9% |
| 3Y | +66.4% | +66.4% | +0.1% | +35.3% |
| 5Y | +178.6% | +764.5% | -585.9% | +44.0% |
| 10Y | +198.4% | +358.5% | -160.1% | +43.8% |
| All | +171.4% | +303.9% | -132.5% | +28.7% |
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