+82.8%
SLB vs PCOR
-10.0%
+92.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +19.7% | -20.8% | -3.2% |
| 7D | -4.1% | +21.8% | -25.9% | -6.3% |
| 30D | +2.5% | +39.5% | -37.0% | -1.4% |
| 3M | +2.0% | +35.2% | -33.2% | -1.8% |
| 6M | -6.3% | +21.7% | -28.1% | -9.2% |
| YTD | +36.5% | +3.9% | +32.6% | +34.6% |
| 1Y | +46.2% | +6.9% | +39.3% | +43.4% |
| 3Y | -2.1% | +44.8% | -46.8% | -7.8% |
| 5Y | +73.7% | -21.9% | +95.6% | +67.9% |
| All | +82.8% | -10.0% | +92.8% | +79.4% |
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