-4.5%
SLB vs PEG
+25.9%
-30.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -7.1% | -2.3% | -4.8% | -6.6% |
| 30D | +4.1% | +1.2% | +2.9% | +3.7% |
| 3M | -2.6% | -2.4% | -0.3% | -2.2% |
| 6M | -8.6% | -6.9% | -1.7% | -7.0% |
| YTD | +32.2% | -7.2% | +39.4% | +34.0% |
| 1Y | +40.7% | -8.9% | +49.5% | +43.3% |
| 3Y | -4.5% | +27.1% | -31.6% | -9.8% |
| All | -4.5% | +25.9% | -30.5% | -9.8% |
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 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