-4.5%
SLB vs PFGC
+77.4%
-81.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.1% |
| 7D | -7.1% | +8.5% | -15.6% | -9.2% |
| 30D | +4.1% | +15.0% | -10.9% | -0.1% |
| 3M | -2.6% | -6.2% | +3.5% | -0.7% |
| 6M | -8.6% | +15.7% | -24.3% | -13.4% |
| YTD | +32.2% | +19.6% | +12.7% | +22.2% |
| 1Y | +40.7% | +13.2% | +27.5% | +32.9% |
| 3Y | -4.5% | +77.0% | -81.5% | -27.9% |
| All | -4.5% | +77.4% | -81.9% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling