-4.8%
SLB vs PEG
+145.3%
-150.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | +0.4% | +1.0% | -0.6% | -0.1% |
| 30D | +13.6% | -1.9% | +15.5% | +14.5% |
| 3M | +1.5% | -3.7% | +5.2% | +3.1% |
| 6M | +23.0% | -9.4% | +32.5% | +28.5% |
| YTD | +51.2% | -6.0% | +57.2% | +54.6% |
| 1Y | +63.5% | -4.4% | +67.8% | +65.0% |
| 3Y | +2.5% | +33.5% | -31.0% | -15.6% |
| 5Y | +139.2% | +35.7% | +103.4% | +90.8% |
| 10Y | -4.8% | +140.4% | -145.2% | -41.8% |
| All | -4.8% | +145.3% | -150.1% | -41.8% |
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