+844.5%
SHEL vs PEGA
+1,209.2%
-364.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.7% |
| 7D | +2.2% | +3.3% | -1.0% | +2.0% |
| 30D | +6.8% | +17.7% | -10.9% | +5.5% |
| 3M | +8.1% | +5.8% | +2.3% | +7.3% |
| 6M | +14.4% | -20.3% | +34.7% | +15.7% |
| YTD | +30.0% | -37.1% | +67.1% | +33.1% |
| 1Y | +33.3% | -30.2% | +63.5% | +35.3% |
| 3Y | +66.4% | +48.1% | +18.3% | +57.0% |
| 5Y | +178.6% | -46.8% | +225.4% | +177.7% |
| 10Y | +198.4% | +191.3% | +7.1% | +163.6% |
| All | +844.5% | +1,209.2% | -364.7% | +619.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling