-16.6%
SLB vs PEG
+155.4%
-172.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.7% |
| 7D | -3.7% | +0.9% | -4.6% | -4.1% |
| 30D | +2.9% | +3.8% | -0.9% | +0.9% |
| 3M | +0.2% | +0.1% | +0.2% | -0.1% |
| 6M | -4.4% | -1.0% | -3.5% | -4.5% |
| YTD | +33.4% | -4.1% | +37.5% | +34.8% |
| 1Y | +40.8% | -6.9% | +47.6% | +44.2% |
| 3Y | +3.2% | +35.6% | -32.5% | -15.8% |
| 5Y | +64.8% | +42.8% | +22.0% | +27.3% |
| 10Y | -16.6% | +160.2% | -176.8% | -48.6% |
| All | -16.6% | +155.4% | -172.0% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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