+168.3%
PG vs SLB
-12.7%
+181.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +2.7% | +3.5% | -0.8% | +2.4% |
| 30D | +9.2% | +6.5% | +2.7% | +8.7% |
| 3M | +18.5% | -0.2% | +18.7% | +18.4% |
| 6M | +21.1% | -5.7% | +26.8% | +21.2% |
| YTD | +21.9% | +36.8% | -14.9% | +18.9% |
| 1Y | +18.1% | +45.8% | -27.7% | +14.7% |
| 3Y | +20.6% | +3.4% | +17.2% | +19.0% |
| 5Y | +31.8% | +76.1% | -44.3% | +22.5% |
| All | +168.3% | -12.7% | +181.1% | +153.0% |
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