+66.9%
SHEL vs PWR
+241.6%
-174.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | -6.7% | -11.2% | +4.6% | -5.9% |
| 30D | -2.9% | -17.4% | +14.5% | -1.6% |
| 3M | +9.1% | -11.7% | +20.8% | +9.9% |
| 6M | +17.9% | -21.7% | +39.6% | +19.7% |
| YTD | +36.0% | +38.3% | -2.3% | +29.0% |
| 1Y | +31.8% | +29.6% | +2.2% | +25.8% |
| 3Y | +66.9% | +236.1% | -169.3% | +40.8% |
| All | +66.9% | +241.6% | -174.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling