+13.4%
SLB vs PFGC
+419.1%
-405.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.8% | -2.2% | +3.0% | +1.6% |
| 30D | +15.8% | -11.9% | +27.8% | +20.8% |
| 3M | -0.3% | +5.0% | -5.4% | -2.5% |
| 6M | +21.3% | +8.6% | +12.7% | +16.9% |
| YTD | +52.3% | +9.7% | +42.6% | +45.4% |
| 1Y | +63.6% | -6.3% | +69.9% | +64.7% |
| 3Y | +3.8% | +58.2% | -54.5% | -14.1% |
| 5Y | +128.6% | +110.4% | +18.2% | +63.3% |
| 10Y | -3.1% | +272.8% | -275.8% | -44.2% |
| All | +13.4% | +419.1% | -405.7% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling