+172.2%
SHEL vs PENG
+597.2%
-424.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.4% | -13.4% | -2.4% |
| 7D | -8.8% | -19.4% | +10.6% | -7.1% |
| 30D | +2.3% | -42.4% | +44.7% | +7.7% |
| 3M | +11.6% | -25.6% | +37.2% | +13.2% |
| 6M | +15.7% | +7.3% | +8.4% | +8.8% |
| YTD | +38.6% | +113.9% | -75.3% | +17.4% |
| 1Y | +38.5% | +93.6% | -55.1% | +18.7% |
| 3Y | +66.9% | +170.2% | -103.3% | +29.6% |
| 5Y | +160.6% | +44.2% | +116.4% | +109.8% |
| All | +172.2% | +597.2% | -424.9% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling