+958.5%
SLB vs PCAR
+15,337.6%
-14,379.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +15.8% | -6.2% | +22.1% | +18.7% |
| 3M | -0.3% | +5.9% | -6.2% | -3.0% |
| 6M | +21.3% | +0.4% | +20.9% | +20.2% |
| YTD | +52.3% | +14.8% | +37.5% | +42.9% |
| 1Y | +63.6% | +30.1% | +33.5% | +45.6% |
| 3Y | +3.8% | +66.7% | -62.9% | -17.0% |
| 5Y | +128.6% | +166.1% | -37.5% | +51.2% |
| 10Y | -3.1% | +353.7% | -356.7% | -46.4% |
| All | +958.5% | +15,337.6% | -14,379.1% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling