+192.6%
SHEL vs PR
+107.1%
+85.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +2.2% | +2.9% | -0.7% | +1.7% |
| 30D | +6.8% | +18.0% | -11.2% | +3.4% |
| 3M | +8.1% | +16.9% | -8.8% | +4.8% |
| 6M | +14.4% | +28.2% | -13.8% | +8.9% |
| YTD | +30.0% | +69.3% | -39.4% | +17.3% |
| 1Y | +33.3% | +69.5% | -36.2% | +20.0% |
| 3Y | +66.4% | +81.7% | -15.2% | +46.0% |
| 5Y | +178.6% | +422.2% | -243.7% | +97.2% |
| All | +192.6% | +107.1% | +85.5% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling