+43.3%
SHEL vs PR
+87.5%
-44.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.5% | +4.3% | +0.6% |
| 7D | -3.2% | -12.1% | +8.9% | +2.4% |
| 30D | +5.5% | +0.9% | +4.6% | +5.0% |
| 3M | +14.4% | +10.1% | +4.2% | +9.3% |
| 6M | +16.2% | +1.1% | +15.0% | +14.0% |
| YTD | +42.4% | +63.7% | -21.2% | +18.2% |
| 1Y | +43.3% | +87.0% | -43.8% | +17.1% |
| All | +43.3% | +87.5% | -44.2% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling