+66.0%
SHEL vs PCG
-12.4%
+78.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.8% | +0.4% |
| 7D | +2.2% | -13.9% | +16.1% | +3.7% |
| 30D | +6.8% | -16.9% | +23.7% | +8.8% |
| 3M | +8.1% | -14.7% | +22.8% | +9.5% |
| 6M | +14.4% | -23.8% | +38.2% | +18.0% |
| YTD | +30.0% | -10.5% | +40.5% | +30.0% |
| 1Y | +33.3% | -5.1% | +38.4% | +31.8% |
| All | +66.0% | -12.4% | +78.3% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling