+2,595.5%
SHEL vs PCAR
+13,330.7%
-10,735.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | -3.9% | +2.2% | -6.1% | -4.6% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | +9.1% | -17.9% | +27.0% | +15.5% |
| 6M | +16.7% | -3.4% | +20.1% | +17.0% |
| YTD | +36.8% | -0.1% | +36.9% | +35.0% |
| 1Y | +31.8% | +13.4% | +18.4% | +24.9% |
| 3Y | +67.9% | +37.2% | +30.7% | +47.4% |
| 5Y | +163.3% | +117.3% | +46.0% | +98.8% |
| 10Y | +210.7% | +295.0% | -84.3% | +95.6% |
| All | +2,595.5% | +13,330.7% | -10,735.2% | +846.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling