+188.8%
SHEL vs PNR
-21.7%
+210.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.1% | -6.0% | +10.1% | +5.0% |
| 30D | +8.4% | -14.0% | +22.4% | +10.5% |
| 3M | +13.7% | -21.7% | +35.4% | +17.1% |
| 6M | +12.7% | -37.3% | +50.0% | +20.0% |
| YTD | +35.3% | -45.1% | +80.4% | +47.2% |
| 1Y | +39.4% | -49.1% | +88.5% | +53.8% |
| 3Y | +71.5% | -14.8% | +86.3% | +69.7% |
| All | +188.8% | -21.7% | +210.5% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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