+66.9%
SHEL vs PCAR
+31.0%
+35.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -8.8% | +0.1% | -8.9% | -8.9% |
| 30D | +2.3% | -4.6% | +6.9% | +3.0% |
| 3M | +11.6% | -22.6% | +34.1% | +16.0% |
| 6M | +15.7% | -12.0% | +27.6% | +17.3% |
| YTD | +38.6% | -6.1% | +44.6% | +38.0% |
| 1Y | +38.5% | +6.3% | +32.2% | +33.9% |
| 3Y | +66.9% | +31.8% | +35.1% | +51.3% |
| All | +66.9% | +31.0% | +35.9% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling