+188.8%
SHEL vs PSLV
+154.2%
+34.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | +4.1% | -3.5% | +7.6% | +4.6% |
| 30D | +8.4% | -2.1% | +10.5% | +8.6% |
| 3M | +13.7% | -1.6% | +15.4% | +13.5% |
| 6M | +12.7% | -25.5% | +38.2% | +17.1% |
| YTD | +35.3% | -11.4% | +46.7% | +31.5% |
| 1Y | +39.4% | +48.6% | -9.2% | +18.1% |
| 3Y | +71.5% | +166.9% | -95.4% | +21.4% |
| All | +188.8% | +154.2% | +34.5% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling