+69.7%
SHEL vs PINS
-28.3%
+98.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | +1.9% | -5.2% | +7.2% | +2.1% |
| 30D | +8.7% | -14.9% | +23.6% | +9.2% |
| 3M | +11.0% | -8.4% | +19.4% | +11.2% |
| 6M | +14.6% | +0.6% | +13.9% | +14.3% |
| YTD | +33.3% | -22.2% | +55.5% | +34.6% |
| 1Y | +37.9% | -46.9% | +84.8% | +42.2% |
| 3Y | +69.7% | -26.9% | +96.6% | +71.6% |
| All | +69.7% | -28.3% | +98.0% | +71.6% |
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