+37.9%
SHEL vs PENG
+106.3%
-68.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.6% |
| 7D | +1.9% | +7.8% | -5.9% | +1.8% |
| 30D | +8.7% | -12.2% | +20.9% | +8.8% |
| 3M | +11.0% | -20.6% | +31.6% | +10.8% |
| 6M | +14.6% | +180.9% | -166.4% | +8.6% |
| YTD | +33.3% | +162.3% | -129.0% | +26.7% |
| 1Y | +37.9% | +107.3% | -69.4% | +31.4% |
| All | +37.9% | +106.3% | -68.4% | +31.4% |
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