+179.0%
SHEL vs PCAR
+168.1%
+10.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | -0.5% | +2.8% | +2.4% |
| 30D | +6.8% | -6.2% | +13.1% | +8.5% |
| 3M | +8.1% | +5.9% | +2.2% | +6.1% |
| 6M | +14.4% | +0.4% | +14.0% | +13.5% |
| YTD | +30.0% | +14.8% | +15.1% | +23.8% |
| 1Y | +33.3% | +30.1% | +3.2% | +21.9% |
| 3Y | +66.4% | +66.7% | -0.2% | +35.3% |
| All | +179.0% | +168.1% | +10.9% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling