+70.0%
SHEL vs PSA
+21.5%
+48.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | -3.6% | +7.6% | +4.4% |
| 30D | +7.0% | -9.4% | +16.3% | +8.3% |
| 3M | +12.5% | -8.2% | +20.7% | +13.6% |
| 6M | +14.8% | -1.8% | +16.6% | +14.7% |
| YTD | +34.2% | +15.7% | +18.4% | +30.0% |
| 1Y | +37.0% | +6.3% | +30.7% | +34.7% |
| All | +70.0% | +21.5% | +48.5% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 3y: compounded portfolio wealth divided by compounded PSA 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…
3y analysis · Full analysis span regression · 6 months rolling