+33.3%
SHEL vs PENG
+118.5%
-85.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | +0.6% |
| 7D | +2.2% | +4.5% | -2.3% | +2.2% |
| 30D | +6.8% | -7.1% | +13.9% | +6.9% |
| 3M | +8.1% | -27.3% | +35.4% | +8.2% |
| 6M | +14.4% | +169.6% | -155.2% | +8.9% |
| YTD | +30.0% | +164.6% | -134.7% | +23.6% |
| 1Y | +33.3% | +109.5% | -76.1% | +28.0% |
| All | +33.3% | +118.5% | -85.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling