+70.2%
SHEL vs PINS
-38.3%
+108.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | +1.0% | -0.2% | +0.8% |
| 30D | -3.6% | -12.0% | +8.4% | -3.3% |
| 3M | +12.0% | -17.9% | +29.9% | +12.7% |
| 6M | +19.7% | -1.0% | +20.7% | +19.4% |
| YTD | +39.6% | -26.0% | +65.7% | +41.3% |
| 1Y | +36.4% | -28.5% | +64.9% | +38.4% |
| 3Y | +70.2% | -39.2% | +109.4% | +62.8% |
| All | +70.2% | -38.3% | +108.5% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling