-5.9%
SLB vs PPG
+26.3%
-32.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -0.7% |
| 7D | -2.4% | -5.1% | +2.7% | +0.5% |
| 30D | +4.9% | -9.6% | +14.4% | +10.9% |
| 3M | +1.4% | -6.4% | +7.9% | +4.1% |
| 6M | +17.6% | +0.5% | +17.1% | +14.5% |
| YTD | +48.3% | +4.4% | +43.9% | +40.3% |
| 1Y | +58.7% | -0.9% | +59.6% | +53.9% |
| 3Y | +0.6% | -17.0% | +17.5% | +6.0% |
| 5Y | +133.6% | -23.7% | +157.2% | +149.5% |
| All | -5.9% | +26.3% | -32.2% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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