+210.0%
SHEL vs PSX
+386.4%
-176.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.6% |
| 7D | +4.1% | +1.7% | +2.4% | +3.2% |
| 30D | +8.4% | +15.6% | -7.3% | +0.1% |
| 3M | +13.7% | +46.5% | -32.8% | -8.1% |
| 6M | +12.7% | +55.0% | -42.3% | -12.2% |
| YTD | +35.3% | +105.3% | -70.0% | -10.3% |
| 1Y | +39.4% | +101.6% | -62.2% | -7.1% |
| 3Y | +71.5% | +134.1% | -62.7% | +0.3% |
| 5Y | +195.0% | +368.7% | -173.7% | +9.1% |
| All | +210.0% | +386.4% | -176.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling