-3.3%
SLB vs PCAR
+355.9%
-359.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | +15.8% | -6.2% | +22.1% | +20.6% |
| 3M | -0.3% | +5.9% | -6.2% | -5.0% |
| 6M | +21.3% | +0.4% | +20.9% | +19.1% |
| YTD | +52.3% | +14.8% | +37.5% | +35.8% |
| 1Y | +63.6% | +30.1% | +33.5% | +33.0% |
| 3Y | +3.8% | +66.7% | -62.9% | -32.0% |
| 5Y | +128.6% | +166.1% | -37.5% | +1.9% |
| All | -3.3% | +355.9% | -359.2% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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