+514.0%
SHEL vs PFG
+999.6%
-485.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +4.0% | +3.0% |
| 7D | +1.9% | +6.0% | -4.1% | -0.1% |
| 30D | +8.7% | +2.2% | +6.4% | +7.7% |
| 3M | +11.0% | +10.4% | +0.6% | +7.1% |
| 6M | +14.6% | +27.8% | -13.2% | +5.1% |
| YTD | +33.3% | +33.6% | -0.4% | +20.2% |
| 1Y | +37.9% | +49.3% | -11.4% | +19.5% |
| 3Y | +69.7% | +69.7% | 0.0% | +39.3% |
| 5Y | +190.2% | +111.3% | +78.8% | +119.1% |
| 10Y | +197.0% | +240.3% | -43.3% | +89.0% |
| All | +514.0% | +999.6% | -485.6% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling