+70.2%
SHEL vs PCAR
+35.4%
+34.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +0.8% | +4.9% | -4.1% | 0.0% |
| 30D | -3.6% | -1.4% | -2.2% | -3.4% |
| 3M | +12.0% | -18.1% | +30.2% | +15.5% |
| 6M | +19.7% | -4.0% | +23.7% | +19.6% |
| YTD | +39.6% | -1.5% | +41.1% | +38.1% |
| 1Y | +36.4% | +13.2% | +23.3% | +30.5% |
| 3Y | +70.2% | +35.8% | +34.4% | +57.9% |
| All | +70.2% | +35.4% | +34.8% | +57.9% |
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