+182.9%
SHEL vs PWR
+446.0%
-263.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.2% | +3.6% | -1.4% | +1.7% |
| 30D | +6.8% | -8.6% | +15.4% | +8.3% |
| 3M | +8.1% | -13.2% | +21.3% | +10.0% |
| 6M | +14.4% | +9.9% | +4.5% | +10.8% |
| YTD | +30.0% | +48.0% | -18.1% | +18.5% |
| 1Y | +33.3% | +66.2% | -32.8% | +18.2% |
| 3Y | +66.4% | +195.1% | -128.7% | +24.2% |
| All | +182.9% | +446.0% | -263.1% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling