+33.3%
SHEL vs PSLV
+57.1%
-23.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +2.2% | -0.6% | +2.9% | +2.3% |
| 30D | +6.8% | +7.3% | -0.4% | +6.3% |
| 3M | +8.1% | -7.4% | +15.5% | +8.6% |
| 6M | +14.4% | -20.3% | +34.7% | +16.1% |
| YTD | +30.0% | -8.2% | +38.2% | +29.1% |
| 1Y | +33.3% | +57.9% | -24.6% | +23.1% |
| All | +33.3% | +57.1% | -23.8% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling