+192.5%
SHEL vs PSA
+13.0%
+179.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.9% | -3.6% | +7.6% | +4.6% |
| 30D | +7.0% | -9.4% | +16.3% | +8.7% |
| 3M | +12.5% | -8.2% | +20.7% | +14.0% |
| 6M | +14.8% | -1.8% | +16.6% | +14.6% |
| YTD | +34.2% | +15.7% | +18.4% | +29.5% |
| 1Y | +37.0% | +6.3% | +30.7% | +34.4% |
| 3Y | +70.9% | +21.6% | +49.3% | +60.7% |
| 5Y | +192.5% | +13.5% | +179.1% | +186.8% |
| All | +192.5% | +13.0% | +179.5% | +186.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling