+112.7%
PG vs SLB
-4.7%
+117.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.4% |
| 7D | -2.7% | -2.4% | -0.2% | -2.5% |
| 30D | -1.5% | +4.9% | -6.4% | -1.9% |
| 3M | -3.4% | +1.4% | -4.8% | -3.6% |
| 6M | -7.0% | +17.6% | -24.6% | -8.2% |
| YTD | +2.0% | +48.3% | -46.3% | -1.0% |
| 1Y | -6.5% | +58.7% | -65.1% | -9.7% |
| 3Y | +1.2% | +0.6% | +0.6% | +0.1% |
| 5Y | +12.8% | +133.6% | -120.8% | +2.0% |
| All | +112.7% | -4.7% | +117.4% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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