+71.5%
SHEL vs PGR
+75.0%
-3.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.8% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +8.4% | +4.9% | +3.4% | +7.9% |
| 3M | +13.7% | +7.6% | +6.1% | +12.7% |
| 6M | +12.7% | +8.3% | +4.4% | +11.5% |
| YTD | +35.3% | +1.7% | +33.6% | +34.7% |
| 1Y | +39.4% | -6.8% | +46.2% | +40.5% |
| 3Y | +71.5% | +73.4% | -2.0% | +62.3% |
| All | +71.5% | +75.0% | -3.5% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling