-4.5%
SLB vs PCAR
+31.0%
-35.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.7% |
| 7D | -7.1% | +0.1% | -7.2% | -7.2% |
| 30D | +4.1% | -4.6% | +8.7% | +6.2% |
| 3M | -2.6% | -22.6% | +19.9% | +10.1% |
| 6M | -8.6% | -12.0% | +3.4% | -3.7% |
| YTD | +32.2% | -6.1% | +38.3% | +33.0% |
| 1Y | +40.7% | +6.3% | +34.3% | +31.7% |
| 3Y | -4.5% | +31.8% | -36.3% | -18.5% |
| All | -4.5% | +31.0% | -35.5% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling