+69.4%
SHEL vs PFGC
+61.7%
+7.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +3.0% | -3.7% | +6.7% | +3.3% |
| 30D | +7.2% | -16.0% | +23.2% | +8.8% |
| 3M | +12.9% | -4.1% | +17.0% | +13.2% |
| 6M | +13.7% | +8.7% | +5.0% | +12.4% |
| YTD | +33.7% | +6.4% | +27.3% | +32.0% |
| 1Y | +37.9% | -8.4% | +46.2% | +39.5% |
| All | +69.4% | +61.7% | +7.7% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling