+165.7%
SHEL vs PFG
+95.0%
+70.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -4.3% | +5.0% | -9.3% | -6.1% |
| 3M | +10.4% | +0.1% | +10.3% | +9.9% |
| 6M | +17.5% | +13.8% | +3.8% | +11.5% |
| YTD | +37.8% | +31.2% | +6.6% | +23.1% |
| 1Y | +33.8% | +37.1% | -3.3% | +17.3% |
| 3Y | +69.1% | +80.6% | -11.5% | +28.3% |
| 5Y | +165.7% | +93.7% | +72.0% | +81.5% |
| All | +165.7% | +95.0% | +70.7% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling