+192.5%
SHEL vs PEG
+35.4%
+157.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | +3.9% | -0.9% | +4.8% | +4.2% |
| 30D | +7.0% | -2.8% | +9.7% | +7.8% |
| 3M | +12.5% | -6.9% | +19.4% | +14.6% |
| 6M | +14.8% | -11.4% | +26.2% | +18.4% |
| YTD | +34.2% | -7.4% | +41.6% | +36.5% |
| 1Y | +37.0% | -8.3% | +45.3% | +39.5% |
| 3Y | +70.9% | +31.5% | +39.3% | +53.3% |
| 5Y | +192.5% | +38.0% | +154.6% | +159.2% |
| All | +192.5% | +35.4% | +157.1% | +159.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling