+192.3%
SHEL vs PEGA
-48.2%
+240.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.4% |
| 7D | +3.0% | -6.1% | +9.2% | +3.3% |
| 30D | +7.2% | +6.4% | +0.8% | +6.9% |
| 3M | +12.9% | +2.9% | +10.0% | +12.6% |
| 6M | +13.7% | -23.8% | +37.5% | +14.8% |
| YTD | +33.7% | -41.1% | +74.7% | +36.6% |
| 1Y | +37.9% | -38.2% | +76.1% | +40.2% |
| 3Y | +70.2% | +49.8% | +20.4% | +61.3% |
| 5Y | +192.3% | -48.0% | +240.4% | +211.6% |
| All | +192.3% | -48.2% | +240.5% | +211.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling