+958.5%
SLB vs PEG
+2,907.1%
-1,948.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | +15.8% | -2.4% | +18.3% | +17.0% |
| 3M | -0.3% | -4.8% | +4.4% | +1.7% |
| 6M | +21.3% | -10.7% | +32.0% | +27.5% |
| YTD | +52.3% | -6.7% | +59.0% | +56.2% |
| 1Y | +63.6% | -6.8% | +70.5% | +67.4% |
| 3Y | +3.8% | +34.5% | -30.7% | -13.1% |
| 5Y | +128.6% | +35.8% | +92.9% | +87.4% |
| 10Y | -3.1% | +141.7% | -144.8% | -41.1% |
| All | +958.5% | +2,907.1% | -1,948.6% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling