-17.3%
SLB vs PFG
+191.2%
-208.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.8% |
| 7D | -7.1% | -0.6% | -6.5% | -6.8% |
| 30D | +4.1% | +2.0% | +2.1% | +2.2% |
| 3M | -2.6% | -3.2% | +0.5% | -1.3% |
| 6M | -8.6% | +10.9% | -19.5% | -16.6% |
| YTD | +32.2% | +28.8% | +3.4% | +7.4% |
| 1Y | +40.7% | +39.2% | +1.5% | +7.8% |
| 3Y | -4.5% | +75.0% | -79.6% | -39.6% |
| 5Y | +66.4% | +91.9% | -25.6% | -6.2% |
| All | -17.3% | +191.2% | -208.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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