+211.2%
SHEL vs PR
+152.2%
+59.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.8% |
| 7D | -6.7% | -9.5% | +2.8% | -4.9% |
| 30D | -2.9% | -5.7% | +2.8% | -1.9% |
| 3M | +9.1% | +3.0% | +6.1% | +8.4% |
| 6M | +17.9% | +11.8% | +6.1% | +15.2% |
| YTD | +36.0% | +58.5% | -22.5% | +24.3% |
| 1Y | +31.8% | +69.9% | -38.1% | +18.8% |
| 3Y | +66.9% | +84.9% | -18.0% | +46.3% |
| 5Y | +160.6% | +246.4% | -85.9% | +98.2% |
| 10Y | +197.5% | +70.3% | +127.2% | +103.1% |
| All | +211.2% | +152.2% | +59.0% | +117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling