+43.3%
SHEL vs PCG
-14.1%
+57.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.1% | -2.3% |
| 7D | -3.2% | +1.9% | -5.1% | -3.2% |
| 30D | +5.5% | +8.5% | -3.0% | +5.2% |
| 3M | +14.4% | -22.9% | +37.3% | +15.8% |
| 6M | +16.2% | -16.8% | +32.9% | +16.2% |
| YTD | +42.4% | -15.8% | +58.2% | +40.2% |
| 1Y | +43.3% | -16.0% | +59.3% | +41.5% |
| All | +43.3% | -14.1% | +57.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling