+160.4%
SHEL vs PCG
+13.7%
+146.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.7% |
| 7D | -8.8% | -1.6% | -7.2% | -8.6% |
| 30D | +2.3% | +1.4% | +0.9% | +2.0% |
| 3M | +11.6% | -23.4% | +35.0% | +16.5% |
| 6M | +15.7% | -19.4% | +35.0% | +19.1% |
| YTD | +38.6% | -18.5% | +57.0% | +41.7% |
| 1Y | +38.5% | -19.5% | +58.0% | +42.0% |
| 3Y | +66.9% | -21.0% | +87.9% | +68.8% |
| All | +160.4% | +13.7% | +146.7% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling