+199.8%
SHEL vs PCOR
-7.7%
+207.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.5% |
| 7D | -3.9% | +2.5% | -6.5% | -4.1% |
| 30D | -3.7% | +37.9% | -41.6% | -5.4% |
| 3M | +9.1% | +32.0% | -22.9% | +7.2% |
| 6M | +16.7% | +54.7% | -38.0% | +13.4% |
| YTD | +36.8% | +6.6% | +30.3% | +35.8% |
| 1Y | +31.8% | -1.7% | +33.5% | +31.6% |
| 3Y | +67.9% | +49.0% | +18.9% | +61.0% |
| 5Y | +163.3% | -12.5% | +175.9% | +153.1% |
| All | +199.8% | -7.7% | +207.5% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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