+109.2%
SHEL vs PINS
-19.5%
+128.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.6% | -3.4% | +1.8% | -1.2% |
| 30D | -4.3% | -14.5% | +10.2% | -3.0% |
| 3M | +10.4% | -16.5% | +26.9% | +12.0% |
| 6M | +17.5% | -7.0% | +24.5% | +17.5% |
| YTD | +37.8% | -26.1% | +64.0% | +40.3% |
| 1Y | +33.8% | -30.0% | +63.8% | +36.9% |
| 3Y | +69.1% | -38.5% | +107.6% | +70.7% |
| 5Y | +165.7% | -58.4% | +224.1% | +172.3% |
| All | +109.2% | -19.5% | +128.7% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 10y: compounded portfolio wealth divided by compounded PINS 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…
10y analysis · Full analysis span regression · 6 months rolling