-8.5%
SLB vs PENG
+597.2%
-605.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -1.6% |
| 7D | -7.1% | -19.4% | +12.3% | -4.4% |
| 30D | +4.1% | -42.4% | +46.5% | +12.7% |
| 3M | -2.6% | -25.6% | +23.0% | -0.3% |
| 6M | -8.6% | +7.3% | -15.8% | -15.7% |
| YTD | +32.2% | +113.9% | -81.7% | +5.3% |
| 1Y | +40.7% | +93.6% | -52.9% | +13.9% |
| 3Y | -4.5% | +170.2% | -174.7% | -31.8% |
| 5Y | +66.4% | +44.2% | +22.2% | +25.0% |
| All | -8.5% | +597.2% | -605.6% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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