+31.8%
SHEL vs PCOR
-4.6%
+36.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -6.7% | +20.7% | -27.4% | -5.7% |
| 30D | -2.9% | +35.7% | -38.6% | -1.5% |
| 3M | +9.1% | +31.1% | -22.0% | +10.6% |
| 6M | +17.9% | +43.1% | -25.2% | +19.5% |
| YTD | +36.0% | +4.8% | +31.2% | +33.4% |
| 1Y | +31.8% | -3.7% | +35.4% | +30.6% |
| All | +31.8% | -4.6% | +36.3% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling