+62.5%
SLB vs PFGC
+121.6%
-59.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -7.1% | +8.5% | -15.6% | -9.0% |
| 30D | +4.1% | +15.0% | -10.9% | +0.5% |
| 3M | -2.6% | -6.2% | +3.5% | -1.4% |
| 6M | -8.6% | +15.7% | -24.3% | -12.3% |
| YTD | +32.2% | +19.6% | +12.7% | +24.9% |
| 1Y | +40.7% | +13.2% | +27.5% | +34.7% |
| 3Y | -4.5% | +77.0% | -81.5% | -17.9% |
| All | +62.5% | +121.6% | -59.1% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling