+192.5%
SHEL vs PFGC
+105.5%
+87.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | +3.9% | -4.8% | +8.8% | +4.6% |
| 30D | +7.0% | -17.2% | +24.2% | +9.6% |
| 3M | +12.5% | -6.3% | +18.8% | +13.3% |
| 6M | +14.8% | +8.8% | +5.9% | +12.9% |
| YTD | +34.2% | +4.9% | +29.2% | +32.3% |
| 1Y | +37.0% | -9.5% | +46.5% | +38.3% |
| 3Y | +70.9% | +59.6% | +11.3% | +55.1% |
| 5Y | +192.5% | +113.5% | +79.0% | +145.0% |
| All | +192.5% | +105.5% | +87.0% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling