-17.1%
SLB vs PCAR
+296.2%
-313.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +2.1% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | +4.1% | -4.6% | +8.7% | +6.9% |
| 3M | -2.6% | -22.6% | +19.9% | +14.6% |
| 6M | -8.6% | -12.0% | +3.4% | -2.0% |
| YTD | +32.2% | -6.1% | +38.3% | +34.2% |
| 1Y | +40.7% | +6.3% | +34.3% | +30.6% |
| 3Y | -4.5% | +31.8% | -36.3% | -26.7% |
| 5Y | +66.4% | +104.2% | -37.8% | -11.2% |
| All | -17.1% | +296.2% | -313.4% | -69.0% |
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