+76.0%
SLB vs PCOR
-10.0%
+86.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -7.7% | +23.7% | -31.4% | -10.0% |
| 30D | -0.7% | +39.0% | -39.7% | -4.5% |
| 3M | 0.0% | +35.8% | -35.8% | -3.8% |
| 6M | -10.4% | +38.2% | -48.7% | -14.4% |
| YTD | +31.5% | +3.9% | +27.5% | +29.6% |
| 1Y | +39.1% | +5.7% | +33.5% | +36.7% |
| 3Y | -5.7% | +44.8% | -50.5% | -11.2% |
| 5Y | +65.4% | -19.8% | +85.2% | +59.5% |
| All | +76.0% | -10.0% | +86.0% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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