-7.6%
SLB vs PENG
+661.7%
-669.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.3% | -8.3% | -0.7% |
| 7D | -3.7% | -3.8% | +0.1% | -3.9% |
| 30D | +2.9% | -40.1% | +43.0% | +10.7% |
| 3M | +0.2% | -21.8% | +22.0% | +1.7% |
| 6M | -4.4% | +3.3% | -7.8% | -11.1% |
| YTD | +33.4% | +133.6% | -100.2% | +4.6% |
| 1Y | +40.8% | +110.7% | -69.9% | +12.3% |
| 3Y | +3.2% | +204.3% | -201.1% | -27.9% |
| 5Y | +64.8% | +54.4% | +10.4% | +22.4% |
| All | -7.6% | +661.7% | -669.3% | -46.3% |
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