+210.0%
SHEL vs PEG
+148.0%
+62.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | +8.4% | -3.7% | +12.1% | +10.3% |
| 3M | +13.7% | -7.3% | +21.0% | +17.6% |
| 6M | +12.7% | -10.5% | +23.2% | +18.1% |
| YTD | +35.3% | -7.5% | +42.8% | +39.4% |
| 1Y | +39.4% | -8.7% | +48.1% | +44.0% |
| 3Y | +71.5% | +31.4% | +40.1% | +43.0% |
| 5Y | +195.0% | +37.8% | +157.2% | +133.8% |
| All | +210.0% | +148.0% | +62.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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