+4,692.5%
PG vs SLB
+858.3%
+3,834.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +2.7% | +3.5% | -0.8% | +2.2% |
| 30D | +9.2% | +6.5% | +2.7% | +8.3% |
| 3M | +18.5% | -0.2% | +18.7% | +18.3% |
| 6M | +21.1% | -5.7% | +26.8% | +21.3% |
| YTD | +21.9% | +36.8% | -14.9% | +16.6% |
| 1Y | +18.1% | +45.8% | -27.7% | +12.0% |
| 3Y | +20.6% | +3.4% | +17.2% | +17.7% |
| 5Y | +31.8% | +76.1% | -44.3% | +17.2% |
| 10Y | +166.5% | -13.0% | +179.5% | +145.7% |
| All | +4,692.5% | +858.3% | +3,834.2% | +2,420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling