+210.0%
SHEL vs PFGC
+292.9%
-82.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +4.1% | -4.8% | +8.9% | +5.5% |
| 30D | +8.4% | -12.5% | +20.9% | +12.4% |
| 3M | +13.7% | -9.7% | +23.4% | +16.6% |
| 6M | +12.7% | +7.0% | +5.7% | +9.6% |
| YTD | +35.3% | +4.5% | +30.8% | +31.7% |
| 1Y | +39.4% | -11.6% | +51.0% | +42.0% |
| 3Y | +71.5% | +58.5% | +13.0% | +44.6% |
| 5Y | +195.0% | +112.6% | +82.4% | +118.0% |
| All | +210.0% | +292.9% | -82.9% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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