+1.4%
SLB vs PPG
-16.1%
+17.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -1.9% | -3.7% | +1.9% | -0.5% |
| 30D | +7.8% | -7.2% | +15.0% | +10.7% |
| 3M | +2.7% | -7.3% | +10.0% | +4.8% |
| 6M | +22.2% | +0.3% | +21.9% | +19.7% |
| YTD | +51.1% | +6.5% | +44.6% | +43.3% |
| 1Y | +63.3% | +0.5% | +62.8% | +58.6% |
| All | +1.4% | -16.1% | +17.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling