-5.8%
SLB vs PGR
+825.1%
-830.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +7.1% | +4.9% | +2.2% | +5.1% |
| 3M | +0.6% | +7.6% | -7.0% | -2.8% |
| 6M | +17.6% | +8.3% | +9.3% | +12.8% |
| YTD | +48.5% | +1.7% | +46.7% | +45.4% |
| 1Y | +59.4% | -6.8% | +66.2% | +61.0% |
| 3Y | -0.4% | +73.4% | -73.8% | -24.9% |
| 5Y | +133.8% | +161.2% | -27.4% | +40.7% |
| All | -5.8% | +825.1% | -830.9% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling