-14.2%
SLB vs PCAR
+290.1%
-304.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +0.5% |
| 7D | -1.2% | +2.2% | -3.4% | -2.6% |
| 30D | +4.5% | +0.3% | +4.2% | +3.9% |
| 3M | -4.6% | -17.9% | +13.3% | +8.2% |
| 6M | -6.3% | -3.4% | -2.9% | -5.6% |
| YTD | +35.0% | -0.1% | +35.1% | +31.4% |
| 1Y | +38.8% | +13.4% | +25.4% | +23.4% |
| 3Y | +3.3% | +37.2% | -33.9% | -22.8% |
| 5Y | +73.6% | +117.3% | -43.7% | -11.5% |
| 10Y | -14.2% | +295.0% | -309.2% | -69.1% |
| All | -14.2% | +290.1% | -304.4% | -69.1% |
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