+38.5%
SLB vs PCAR
+9.2%
+29.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.3% | +3.5% | -7.7% | -5.3% |
| 30D | +1.9% | -2.3% | +4.2% | +2.6% |
| 3M | -5.7% | -19.3% | +13.6% | +1.2% |
| 6M | -5.3% | -7.1% | +1.8% | -4.0% |
| YTD | +32.2% | -2.8% | +34.9% | +28.5% |
| 1Y | +38.5% | +9.3% | +29.2% | +29.2% |
| All | +38.5% | +9.2% | +29.3% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling