+130.8%
SLB vs PENG
+115.2%
+15.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.3% | -0.6% |
| 7D | +0.8% | +4.5% | -3.7% | +0.2% |
| 30D | +15.8% | -7.1% | +22.9% | +16.5% |
| 3M | -0.3% | -27.3% | +26.9% | +1.7% |
| 6M | +21.3% | +169.6% | -148.2% | +1.4% |
| YTD | +52.3% | +164.6% | -112.3% | +27.3% |
| 1Y | +63.6% | +109.5% | -45.9% | +40.4% |
| 3Y | +3.8% | +98.9% | -95.2% | -15.3% |
| All | +130.8% | +115.2% | +15.6% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling