+112.0%
SHEL vs PINS
-19.4%
+131.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | +1.0% | -0.2% | +0.7% |
| 30D | -3.6% | -12.0% | +8.4% | -2.5% |
| 3M | +12.0% | -17.9% | +29.9% | +13.8% |
| 6M | +19.7% | -1.0% | +20.7% | +18.9% |
| YTD | +39.6% | -26.0% | +65.7% | +42.1% |
| 1Y | +36.4% | -28.5% | +64.9% | +39.3% |
| 3Y | +70.2% | -39.2% | +109.4% | +72.1% |
| 5Y | +169.2% | -58.3% | +227.6% | +175.9% |
| All | +112.0% | -19.4% | +131.4% | +37.9% |
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