+130.8%
SLB vs PFG
+110.8%
+20.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | +0.8% | +5.5% | -4.7% | -2.7% |
| 30D | +15.8% | +2.4% | +13.5% | +13.8% |
| 3M | -0.3% | +13.6% | -13.9% | -8.7% |
| 6M | +21.3% | +27.9% | -6.5% | +3.1% |
| YTD | +52.3% | +35.6% | +16.8% | +24.3% |
| 1Y | +63.6% | +48.5% | +15.1% | +25.5% |
| 3Y | +3.8% | +66.9% | -63.1% | -26.9% |
| All | +130.8% | +110.8% | +20.0% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling