+238.5%
SLB vs PFG
+960.1%
-721.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | -7.1% | -0.6% | -6.5% | -6.9% |
| 30D | +4.1% | +2.0% | +2.1% | +3.0% |
| 3M | -2.6% | -3.2% | +0.5% | -1.8% |
| 6M | -8.6% | +10.9% | -19.5% | -13.2% |
| YTD | +32.2% | +28.8% | +3.4% | +17.5% |
| 1Y | +40.7% | +39.2% | +1.5% | +21.0% |
| 3Y | -4.5% | +75.0% | -79.6% | -25.7% |
| 5Y | +66.4% | +91.9% | -25.6% | +23.5% |
| 10Y | -15.1% | +202.3% | -217.4% | -46.5% |
| All | +238.5% | +960.1% | -721.6% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling