-16.6%
SLB vs PCG
-77.2%
+60.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | -3.7% | -1.1% | -2.6% | -3.6% |
| 30D | +2.9% | +0.1% | +2.8% | +2.9% |
| 3M | +0.2% | -24.4% | +24.7% | +2.8% |
| 6M | -4.4% | -17.7% | +13.2% | -3.1% |
| YTD | +33.4% | -17.4% | +50.8% | +35.1% |
| 1Y | +40.8% | -19.4% | +60.2% | +42.9% |
| 3Y | +3.2% | -18.6% | +21.8% | +4.2% |
| 5Y | +64.8% | +10.2% | +54.6% | +60.3% |
| 10Y | -16.6% | -76.7% | +60.1% | -19.5% |
| All | -16.6% | -77.2% | +60.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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