+2,525.5%
SHEL vs PNR
+3,553.7%
-1,028.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.3% |
| 7D | +1.9% | -3.0% | +5.0% | +2.8% |
| 30D | +8.7% | -14.9% | +23.6% | +13.8% |
| 3M | +11.0% | -19.0% | +30.0% | +16.9% |
| 6M | +14.6% | -35.9% | +50.5% | +28.8% |
| YTD | +33.3% | -43.1% | +76.4% | +54.7% |
| 1Y | +37.9% | -46.4% | +84.3% | +62.7% |
| 3Y | +69.7% | -10.8% | +80.6% | +67.5% |
| 5Y | +190.2% | -18.9% | +209.0% | +187.3% |
| 10Y | +197.0% | +64.4% | +132.6% | +131.1% |
| All | +2,525.5% | +3,553.7% | -1,028.2% | +1,180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling