+37.0%
SHEL vs PCG
-4.6%
+41.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.4% |
| 7D | +3.9% | +0.5% | +3.4% | +3.9% |
| 30D | +7.0% | -18.9% | +25.9% | +7.8% |
| 3M | +12.5% | -15.8% | +28.3% | +12.8% |
| 6M | +14.8% | -22.6% | +37.3% | +16.0% |
| YTD | +34.2% | -12.2% | +46.4% | +32.7% |
| 1Y | +37.0% | -7.1% | +44.1% | +35.4% |
| All | +37.0% | -4.6% | +41.6% | +35.4% |
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