+2,525.5%
SHEL vs PEG
+2,929.1%
-403.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | +8.7% | -1.9% | +10.5% | +9.5% |
| 3M | +11.0% | -3.7% | +14.6% | +12.6% |
| 6M | +14.6% | -9.4% | +24.0% | +19.1% |
| YTD | +33.3% | -6.0% | +39.3% | +36.1% |
| 1Y | +37.9% | -4.4% | +42.2% | +39.3% |
| 3Y | +69.7% | +33.5% | +36.2% | +45.1% |
| 5Y | +190.2% | +35.7% | +154.4% | +142.3% |
| 10Y | +197.0% | +140.4% | +56.6% | +89.9% |
| All | +2,525.5% | +2,929.1% | -403.6% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling