-5.5%
SLB vs PENG
+705.8%
-711.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.1% | +8.0% | +0.5% |
| 7D | -4.1% | -20.5% | +16.4% | -0.6% |
| 30D | +2.5% | -20.4% | +22.9% | +5.3% |
| 3M | +2.0% | -16.4% | +18.4% | +3.0% |
| 6M | -6.3% | +49.2% | -55.6% | -18.4% |
| YTD | +36.5% | +147.2% | -110.6% | +6.8% |
| 1Y | +46.2% | +124.7% | -78.4% | +16.1% |
| 3Y | -2.1% | +230.3% | -232.3% | -32.2% |
| 5Y | +73.7% | +71.4% | +2.3% | +27.2% |
| All | -5.5% | +705.8% | -711.3% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling