+437.2%
SHEL vs PBR
+1,873.9%
-1,436.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +7.2% | +17.5% | -10.3% | +1.4% |
| 3M | +12.9% | +20.9% | -8.0% | +5.7% |
| 6M | +13.7% | +20.2% | -6.6% | +6.4% |
| YTD | +33.7% | +84.3% | -50.6% | +8.3% |
| 1Y | +37.9% | +77.1% | -39.2% | +13.0% |
| 3Y | +70.2% | +100.8% | -30.6% | +31.4% |
| 5Y | +192.3% | +556.1% | -363.8% | +45.0% |
| 10Y | +207.3% | +676.1% | -468.7% | +25.7% |
| All | +437.2% | +1,873.9% | -1,436.7% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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