+76.4%
SLB vs PFGC
+138.1%
-61.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +3.5% | +3.4% | +0.1% | +2.7% |
| 30D | +6.5% | +16.9% | -10.4% | +2.5% |
| 3M | -0.2% | +6.4% | -6.6% | -1.9% |
| 6M | -5.7% | +16.0% | -21.7% | -9.7% |
| YTD | +36.8% | +23.6% | +13.2% | +28.1% |
| 1Y | +45.8% | +16.6% | +29.2% | +38.6% |
| 3Y | +3.4% | +82.3% | -78.9% | -12.2% |
| All | +76.4% | +138.1% | -61.7% | +39.5% |
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