+851.0%
SLB vs PNC
+3,908.5%
-3,057.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +3.5% | +3.1% | +0.4% | +2.3% |
| 30D | +6.5% | +7.6% | -1.1% | +3.4% |
| 3M | -0.2% | -8.1% | +7.9% | +3.0% |
| 6M | -5.7% | +12.6% | -18.3% | -10.3% |
| YTD | +36.8% | +15.0% | +21.9% | +28.8% |
| 1Y | +45.8% | +30.4% | +15.4% | +30.6% |
| 3Y | +3.4% | +116.1% | -112.8% | -24.6% |
| 5Y | +76.1% | +37.5% | +38.7% | +51.4% |
| 10Y | -13.0% | +205.1% | -218.1% | -42.0% |
| All | +851.0% | +3,908.5% | -3,057.5% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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