+179.0%
SHEL vs PENG
+115.2%
+63.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | +0.3% |
| 7D | +2.2% | +4.5% | -2.3% | +1.9% |
| 30D | +6.8% | -7.1% | +13.9% | +7.2% |
| 3M | +8.1% | -27.3% | +35.4% | +9.1% |
| 6M | +14.4% | +169.6% | -155.2% | +3.4% |
| YTD | +30.0% | +164.6% | -134.7% | +17.4% |
| 1Y | +33.3% | +109.5% | -76.1% | +22.4% |
| 3Y | +66.4% | +98.9% | -32.5% | +48.1% |
| All | +179.0% | +115.2% | +63.8% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling