+950.0%
SLB vs PGR
+42,092.7%
-41,142.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -1.9% | -2.7% | +0.8% | -1.0% |
| 30D | +7.8% | +0.7% | +7.1% | +7.4% |
| 3M | +2.7% | +7.7% | -5.0% | -0.6% |
| 6M | +22.2% | +4.3% | +17.9% | +19.1% |
| YTD | +51.1% | +0.7% | +50.3% | +48.7% |
| 1Y | +63.3% | -5.7% | +69.0% | +63.7% |
| 3Y | +2.4% | +73.7% | -71.2% | -18.4% |
| 5Y | +139.3% | +158.4% | -19.1% | +63.4% |
| 10Y | -2.6% | +810.5% | -813.1% | -56.7% |
| All | +950.0% | +42,092.7% | -41,142.7% | +163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling