+220.3%
SHEL vs PFG
+184.0%
+36.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.8% | +2.4% | -1.6% | -0.4% |
| 30D | -3.6% | +5.9% | -9.4% | -6.6% |
| 3M | +12.0% | -0.4% | +12.5% | +11.5% |
| 6M | +19.7% | +14.8% | +4.9% | +10.5% |
| YTD | +39.6% | +31.9% | +7.7% | +19.1% |
| 1Y | +36.4% | +38.8% | -2.4% | +13.2% |
| 3Y | +70.2% | +82.4% | -12.2% | +18.5% |
| 5Y | +169.2% | +94.7% | +74.5% | +74.4% |
| All | +220.3% | +184.0% | +36.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling