+103.9%
SLB vs PCOR
-30.9%
+134.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | +0.7% |
| 7D | +0.8% | -9.0% | +9.8% | +1.9% |
| 30D | +15.8% | +4.2% | +11.7% | +15.1% |
| 3M | -0.3% | +14.4% | -14.8% | -2.3% |
| 6M | +21.3% | +0.2% | +21.2% | +20.1% |
| YTD | +52.3% | -20.3% | +72.6% | +55.1% |
| 1Y | +63.6% | -16.1% | +79.7% | +65.0% |
| 3Y | +3.8% | -14.7% | +18.5% | +2.9% |
| 5Y | +128.6% | -43.2% | +171.8% | +128.5% |
| All | +103.9% | -30.9% | +134.8% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling