+213.9%
SHEL vs PEGA
+91.0%
+122.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -3.9% | -8.6% | +4.7% | -2.9% |
| 30D | -3.7% | -10.1% | +6.4% | -2.6% |
| 3M | +9.1% | -4.7% | +13.8% | +9.3% |
| 6M | +16.7% | -8.0% | +24.7% | +16.9% |
| YTD | +36.8% | -47.1% | +84.0% | +46.1% |
| 1Y | +31.8% | -47.5% | +79.3% | +40.7% |
| 3Y | +67.9% | +40.2% | +27.6% | +45.7% |
| 5Y | +163.3% | -45.7% | +209.1% | +174.2% |
| All | +213.9% | +91.0% | +122.9% | +138.6% |
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