+39.8%
SLB vs PFGC
+12.0%
+27.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.8% |
| 7D | -3.7% | +10.8% | -14.5% | -3.8% |
| 30D | +2.9% | +17.8% | -14.9% | +2.4% |
| 3M | +0.2% | -2.7% | +2.9% | +1.6% |
| 6M | -4.4% | +20.0% | -24.5% | -5.6% |
| YTD | +33.4% | +24.3% | +9.1% | +27.3% |
| All | +39.8% | +12.0% | +27.8% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling