+58.7%
SLB vs PPG
-0.6%
+59.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.5% |
| 7D | -2.4% | -5.1% | +2.7% | -1.5% |
| 30D | +4.9% | -9.6% | +14.4% | +6.8% |
| 3M | +1.4% | -6.4% | +7.9% | +2.0% |
| 6M | +17.6% | +0.5% | +17.1% | +15.0% |
| YTD | +48.3% | +4.4% | +43.9% | +45.3% |
| 1Y | +58.7% | -0.9% | +59.6% | +47.3% |
| All | +58.7% | -0.6% | +59.3% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling