+70.2%
SHEL vs PENG
+209.7%
-139.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.5% |
| 7D | +0.8% | +13.2% | -12.4% | +0.3% |
| 30D | -3.6% | -29.9% | +26.4% | -2.6% |
| 3M | +12.0% | -22.2% | +34.3% | +12.4% |
| 6M | +19.7% | -1.9% | +21.6% | +17.2% |
| YTD | +39.6% | +142.1% | -102.5% | +27.6% |
| 1Y | +36.4% | +151.5% | -115.1% | +24.3% |
| 3Y | +70.2% | +206.9% | -136.7% | +50.1% |
| All | +70.2% | +209.7% | -139.5% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling