+958.5%
SLB vs PPG
+2,762.5%
-1,804.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.6% |
| 30D | +15.8% | -5.0% | +20.8% | +18.6% |
| 3M | -0.3% | +1.1% | -1.5% | -1.9% |
| 6M | +21.3% | -3.2% | +24.5% | +21.0% |
| YTD | +52.3% | +11.9% | +40.4% | +40.5% |
| 1Y | +63.6% | +5.3% | +58.3% | +54.9% |
| 3Y | +3.8% | -15.0% | +18.8% | +8.1% |
| 5Y | +128.6% | -19.6% | +148.2% | +136.1% |
| 10Y | -3.1% | +27.0% | -30.1% | -21.5% |
| All | +958.5% | +2,762.5% | -1,804.0% | +163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling