+191.5%
SHEL vs PINS
-63.0%
+254.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.6% |
| 7D | +1.9% | -5.2% | +7.2% | +2.2% |
| 30D | +8.7% | -14.9% | +23.6% | +9.4% |
| 3M | +11.0% | -8.4% | +19.4% | +11.3% |
| 6M | +14.6% | +0.6% | +13.9% | +14.2% |
| YTD | +33.3% | -22.2% | +55.5% | +34.5% |
| 1Y | +37.9% | -46.9% | +84.8% | +41.9% |
| 3Y | +69.7% | -26.9% | +96.6% | +69.1% |
| All | +191.5% | -63.0% | +254.4% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling