+207.3%
SHEL vs PCG
-76.0%
+283.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +0.7% |
| 7D | +3.0% | +6.5% | -3.4% | +2.4% |
| 30D | +7.2% | -16.7% | +23.9% | +8.7% |
| 3M | +12.9% | -14.2% | +27.1% | +14.1% |
| 6M | +13.7% | -21.5% | +35.1% | +15.7% |
| YTD | +33.7% | -11.2% | +44.9% | +34.4% |
| 1Y | +37.9% | -4.2% | +42.1% | +37.6% |
| 3Y | +70.2% | -14.9% | +85.1% | +71.0% |
| 5Y | +192.3% | +54.2% | +138.1% | +178.4% |
| 10Y | +207.3% | -75.3% | +282.6% | +197.0% |
| All | +207.3% | -76.0% | +283.3% | +197.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling