+191.2%
SHEL vs PSX
+1,159.1%
-968.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +1.0% | +1.7% |
| 7D | +1.9% | +2.8% | -0.9% | +0.5% |
| 30D | +8.7% | +27.8% | -19.1% | -4.3% |
| 3M | +11.0% | +42.0% | -31.1% | -7.7% |
| 6M | +14.6% | +58.1% | -43.6% | -10.4% |
| YTD | +33.3% | +105.0% | -71.7% | -9.3% |
| 1Y | +37.9% | +104.9% | -67.0% | -6.6% |
| 3Y | +69.7% | +134.1% | -64.3% | +3.1% |
| 5Y | +190.2% | +363.8% | -173.7% | +17.8% |
| 10Y | +197.0% | +370.1% | -173.1% | +12.9% |
| All | +191.2% | +1,159.1% | -968.0% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling