+2.1%
SLB vs PEG
+36.1%
-34.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +15.8% | -2.4% | +18.3% | +16.4% |
| 3M | -0.3% | -4.8% | +4.4% | +0.7% |
| 6M | +21.3% | -10.7% | +32.0% | +24.5% |
| YTD | +52.3% | -6.7% | +59.0% | +54.1% |
| 1Y | +63.6% | -6.8% | +70.5% | +65.3% |
| All | +2.1% | +36.1% | -34.0% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling