-14.4%
SLB vs PCG
-76.5%
+62.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.6% | -2.0% | +4.5% | +2.8% |
| 30D | +4.4% | -2.7% | +7.1% | +4.7% |
| 3M | -2.7% | -25.1% | +22.3% | -0.2% |
| 6M | -7.5% | -22.3% | +14.8% | -5.6% |
| YTD | +34.8% | -18.5% | +53.3% | +36.7% |
| 1Y | +44.6% | -21.8% | +66.4% | +47.3% |
| 3Y | +3.2% | -21.0% | +24.2% | +4.5% |
| 5Y | +73.6% | +8.1% | +65.5% | +69.2% |
| All | -14.4% | -76.5% | +62.1% | -16.6% |
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