+2,650.9%
SHEL vs PSA
+15,793.7%
-13,142.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | +0.8% | -1.4% | +2.2% | +1.1% |
| 30D | -3.6% | +15.2% | -18.8% | -7.0% |
| 3M | +12.0% | +2.2% | +9.8% | +11.3% |
| 6M | +19.7% | +11.7% | +8.0% | +16.0% |
| YTD | +39.6% | +32.0% | +7.6% | +29.3% |
| 1Y | +36.4% | +26.3% | +10.2% | +27.7% |
| 3Y | +70.2% | +52.4% | +17.8% | +50.0% |
| 5Y | +169.2% | +26.3% | +143.0% | +145.9% |
| 10Y | +217.1% | +132.3% | +84.7% | +141.7% |
| All | +2,650.9% | +15,793.7% | -13,142.8% | +1,377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling