-4.5%
SLB vs PENG
+184.4%
-188.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.4% | -11.8% | -0.9% |
| 7D | -7.1% | -19.4% | +12.3% | -5.2% |
| 30D | +4.1% | -42.4% | +46.5% | +9.9% |
| 3M | -2.6% | -25.6% | +23.0% | -1.1% |
| 6M | -8.6% | +7.3% | -15.8% | -14.5% |
| YTD | +32.2% | +113.9% | -81.7% | +9.3% |
| 1Y | +40.7% | +93.6% | -52.9% | +17.9% |
| 3Y | -4.5% | +170.2% | -174.7% | -27.5% |
| All | -4.5% | +184.4% | -188.9% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling