+220.3%
SHEL vs PFGC
+351.0%
-130.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +0.8% | +3.4% | -2.6% | -0.2% |
| 30D | -3.6% | +16.9% | -20.5% | -8.1% |
| 3M | +12.0% | +6.4% | +5.6% | +9.4% |
| 6M | +19.7% | +16.0% | +3.7% | +13.7% |
| YTD | +39.6% | +23.6% | +16.0% | +29.0% |
| 1Y | +36.4% | +16.6% | +19.8% | +28.1% |
| 3Y | +70.2% | +82.3% | -12.1% | +37.5% |
| 5Y | +169.2% | +138.7% | +30.5% | +92.3% |
| All | +220.3% | +351.0% | -130.7% | +90.0% |
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