-13.1%
SLB vs PTC
+312.5%
-325.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +6.5% | +1.2% | +5.3% | +6.1% |
| 3M | -0.2% | +27.4% | -27.6% | -9.4% |
| 6M | -5.7% | +39.2% | -44.9% | -17.8% |
| YTD | +36.8% | +12.5% | +24.3% | +27.6% |
| 1Y | +45.8% | +12.3% | +33.5% | +36.0% |
| 3Y | +3.4% | +28.8% | -25.5% | -10.6% |
| 5Y | +76.1% | +60.9% | +15.3% | +36.0% |
| All | -13.1% | +312.5% | -325.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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