+210.0%
SHEL vs PWR
+2,544.4%
-2,334.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.8% |
| 7D | +4.1% | +4.2% | -0.1% | +2.7% |
| 30D | +8.4% | -4.0% | +12.4% | +9.6% |
| 3M | +13.7% | -4.8% | +18.5% | +14.1% |
| 6M | +12.7% | +14.6% | -1.9% | +4.4% |
| YTD | +35.3% | +54.2% | -18.9% | +11.8% |
| 1Y | +39.4% | +67.1% | -27.7% | +10.7% |
| 3Y | +71.5% | +218.5% | -147.0% | -2.4% |
| 5Y | +195.0% | +466.3% | -271.3% | +22.0% |
| All | +210.0% | +2,544.4% | -2,334.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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