+68.0%
SHEL vs PFGC
+80.6%
-12.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | -4.3% | +16.1% | -20.4% | -5.2% |
| 3M | +10.4% | +2.4% | +8.0% | +10.6% |
| 6M | +17.5% | +15.7% | +1.8% | +16.3% |
| YTD | +37.8% | +22.3% | +15.5% | +34.9% |
| 1Y | +33.8% | +13.9% | +19.9% | +32.6% |
| All | +68.0% | +80.6% | -12.7% | +50.4% |
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 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