+188.8%
SHEL vs PGR
+159.7%
+29.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +8.4% | +4.9% | +3.4% | +7.5% |
| 3M | +13.7% | +7.6% | +6.1% | +11.8% |
| 6M | +12.7% | +8.3% | +4.4% | +10.6% |
| YTD | +35.3% | +1.7% | +33.6% | +34.1% |
| 1Y | +39.4% | -6.8% | +46.2% | +40.5% |
| 3Y | +71.5% | +73.4% | -2.0% | +47.8% |
| All | +188.8% | +159.7% | +29.1% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling