+588.8%
SHEL vs PWR
+8,356.0%
-7,767.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | -0.1% |
| 7D | -3.9% | +4.7% | -8.7% | -5.0% |
| 30D | -3.7% | -12.5% | +8.8% | -2.0% |
| 3M | +9.1% | -9.3% | +18.4% | +10.0% |
| 6M | +16.7% | -22.2% | +38.9% | +20.0% |
| YTD | +36.8% | +44.2% | -7.3% | +25.4% |
| 1Y | +31.8% | +35.5% | -3.7% | +21.9% |
| 3Y | +67.9% | +250.4% | -182.5% | +28.0% |
| 5Y | +163.3% | +425.6% | -262.3% | +84.6% |
| 10Y | +210.7% | +1,874.2% | -1,663.5% | +72.9% |
| All | +588.8% | +8,356.0% | -7,767.2% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling