+30.4%
PG vs SLB
+75.0%
-44.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | +2.6% | -2.0% | +0.5% |
| 30D | +10.5% | +4.4% | +6.1% | +10.4% |
| 3M | +17.4% | -2.7% | +20.1% | +17.4% |
| 6M | +18.4% | -7.5% | +26.0% | +18.5% |
| YTD | +20.7% | +34.8% | -14.2% | +19.8% |
| 1Y | +16.8% | +44.6% | -27.8% | +15.8% |
| 3Y | +20.1% | +3.2% | +17.0% | +19.1% |
| 5Y | +30.4% | +73.6% | -43.1% | +28.3% |
| All | +30.4% | +75.0% | -44.6% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling