+66.8%
SHEL vs PCOR
+49.8%
+16.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.5% |
| 7D | -3.9% | +2.5% | -6.5% | -4.0% |
| 30D | -3.7% | +37.9% | -41.6% | -5.3% |
| 3M | +9.1% | +32.0% | -22.9% | +7.4% |
| 6M | +16.7% | +54.7% | -38.0% | +13.5% |
| YTD | +36.8% | +6.6% | +30.3% | +37.1% |
| 1Y | +31.8% | -1.7% | +33.5% | +33.3% |
| All | +66.8% | +49.8% | +16.9% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling