+163.8%
SHEL vs PR
+262.5%
-98.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.3% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | -3.7% | -4.6% | +0.9% | -2.3% |
| 3M | +9.1% | +4.7% | +4.4% | +7.1% |
| 6M | +16.7% | +12.4% | +4.2% | +11.7% |
| YTD | +36.8% | +62.9% | -26.0% | +15.8% |
| 1Y | +31.8% | +70.6% | -38.8% | +9.8% |
| 3Y | +67.9% | +90.0% | -22.1% | +31.2% |
| All | +163.8% | +262.5% | -98.7% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling