+813.6%
SLB vs PCG
+88.9%
+724.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.5% | -3.5% |
| 7D | -7.7% | 0.0% | -7.7% | -7.7% |
| 30D | -0.7% | +5.8% | -6.6% | -1.7% |
| 3M | 0.0% | -22.8% | +22.7% | +3.2% |
| 6M | -10.4% | -18.4% | +8.0% | -8.5% |
| YTD | +31.5% | -16.9% | +48.3% | +33.7% |
| 1Y | +39.1% | -17.6% | +56.8% | +41.7% |
| 3Y | -5.7% | -20.0% | +14.3% | -4.2% |
| 5Y | +65.4% | +16.0% | +49.4% | +57.1% |
| 10Y | -15.6% | -76.7% | +61.1% | -11.6% |
| All | +813.6% | +88.9% | +724.7% | +376.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling