+192.3%
SHEL vs PFG
+109.8%
+82.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +3.0% | +3.2% | -0.2% | +1.7% |
| 30D | +7.2% | +0.9% | +6.3% | +6.6% |
| 3M | +12.9% | +7.7% | +5.2% | +9.5% |
| 6M | +13.7% | +29.0% | -15.3% | +3.0% |
| YTD | +33.7% | +32.5% | +1.2% | +19.3% |
| 1Y | +37.9% | +47.3% | -9.4% | +17.5% |
| 3Y | +70.2% | +68.2% | +2.0% | +33.9% |
| 5Y | +192.3% | +108.5% | +83.9% | +97.9% |
| All | +192.3% | +109.8% | +82.5% | +97.9% |
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