+39.4%
SHEL vs PGR
-6.1%
+45.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.9% |
| 7D | +4.1% | -0.6% | +4.7% | +4.1% |
| 30D | +8.4% | +4.9% | +3.4% | +8.5% |
| 3M | +13.7% | +7.6% | +6.1% | +14.1% |
| 6M | +12.7% | +8.3% | +4.4% | +13.0% |
| YTD | +35.3% | +1.7% | +33.6% | +35.4% |
| 1Y | +39.4% | -6.8% | +46.2% | +39.6% |
| All | +39.4% | -6.1% | +45.4% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling