+197.0%
SHEL vs PCAR
+357.6%
-160.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +8.7% | -7.7% | +16.4% | +12.2% |
| 3M | +11.0% | +3.7% | +7.3% | +8.4% |
| 6M | +14.6% | +2.3% | +12.2% | +11.8% |
| YTD | +33.3% | +12.8% | +20.5% | +24.1% |
| 1Y | +37.9% | +27.8% | +10.1% | +20.5% |
| 3Y | +69.7% | +61.8% | +8.0% | +26.3% |
| 5Y | +190.1% | +168.2% | +21.9% | +58.8% |
| 10Y | +197.0% | +359.1% | -162.1% | +20.1% |
| All | +197.0% | +357.6% | -160.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling