+76.4%
SLB vs PCG
+10.2%
+66.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | +3.5% | +2.2% | +1.3% | +3.0% |
| 30D | +6.5% | +0.8% | +5.8% | +6.3% |
| 3M | -0.2% | -23.8% | +23.6% | +5.3% |
| 6M | -5.7% | -19.6% | +13.9% | -2.6% |
| YTD | +36.8% | -16.7% | +53.6% | +39.2% |
| 1Y | +45.8% | -19.4% | +65.2% | +49.8% |
| 3Y | +3.4% | -18.3% | +21.7% | +3.2% |
| All | +76.4% | +10.2% | +66.1% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling