-3.3%
SLB vs PCG
-75.9%
+72.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.3% | -0.1% |
| 7D | +0.8% | -13.9% | +14.7% | +2.1% |
| 30D | +15.8% | -16.9% | +32.7% | +17.6% |
| 3M | -0.3% | -14.7% | +14.4% | +0.8% |
| 6M | +21.3% | -23.8% | +45.2% | +24.4% |
| YTD | +52.3% | -10.5% | +62.8% | +53.0% |
| 1Y | +63.6% | -5.1% | +68.7% | +63.0% |
| 3Y | +3.8% | -11.6% | +15.4% | +3.8% |
| 5Y | +128.6% | +59.0% | +69.6% | +114.3% |
| All | -3.3% | -75.9% | +72.5% | -6.2% |
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