+217.0%
SHEL vs PR
+152.6%
+64.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -3.0% | -1.4% |
| 7D | -8.8% | -16.4% | +7.6% | -5.7% |
| 30D | +2.3% | -1.9% | +4.2% | +2.6% |
| 3M | +11.6% | +8.0% | +3.6% | +9.8% |
| 6M | +15.7% | +4.1% | +11.6% | +14.6% |
| YTD | +38.6% | +58.7% | -20.1% | +26.6% |
| 1Y | +38.5% | +75.8% | -37.4% | +24.0% |
| 3Y | +66.9% | +73.2% | -6.3% | +48.0% |
| 5Y | +160.6% | +230.1% | -69.6% | +99.7% |
| 10Y | +214.1% | +67.4% | +146.7% | +114.3% |
| All | +217.0% | +152.6% | +64.5% | +121.4% |
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