+66.4%
SHEL vs PENG
+101.4%
-35.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | +0.5% |
| 7D | +2.2% | +4.5% | -2.3% | +2.1% |
| 30D | +6.8% | -7.1% | +13.9% | +7.0% |
| 3M | +8.1% | -27.3% | +35.4% | +8.6% |
| 6M | +14.4% | +169.6% | -155.2% | +7.7% |
| YTD | +30.0% | +164.6% | -134.7% | +22.2% |
| 1Y | +33.3% | +109.5% | -76.1% | +26.6% |
| All | +66.4% | +101.4% | -35.0% | +57.4% |
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 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