+229.1%
SHEL vs PSLV
+108.9%
+120.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +1.4% |
| 7D | +3.9% | -4.9% | +8.8% | +4.8% |
| 30D | +7.0% | -1.9% | +8.8% | +7.1% |
| 3M | +12.5% | +4.2% | +8.3% | +11.0% |
| 6M | +14.8% | -27.6% | +42.4% | +20.4% |
| YTD | +34.2% | -11.7% | +45.8% | +31.8% |
| 1Y | +37.0% | +49.3% | -12.3% | +19.1% |
| 3Y | +70.9% | +167.1% | -96.3% | +29.0% |
| 5Y | +192.5% | +151.7% | +40.9% | +121.2% |
| 10Y | +208.5% | +187.0% | +21.5% | +117.6% |
| All | +229.1% | +108.9% | +120.2% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling