+210.0%
SHEL vs PEGA
+184.6%
+25.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.7% |
| 7D | +4.1% | -3.0% | +7.1% | +4.5% |
| 30D | +8.4% | +15.9% | -7.5% | +6.3% |
| 3M | +13.7% | +10.8% | +2.9% | +11.7% |
| 6M | +12.7% | -16.5% | +29.2% | +14.3% |
| YTD | +35.3% | -39.0% | +74.3% | +42.2% |
| 1Y | +39.4% | -37.3% | +76.6% | +45.3% |
| 3Y | +71.5% | +59.2% | +12.3% | +47.3% |
| 5Y | +195.0% | -44.9% | +239.9% | +212.6% |
| All | +210.0% | +184.6% | +25.4% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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