-16.6%
SLB vs PTC
+326.2%
-342.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +2.9% | +0.7% | +2.2% | +2.7% |
| 3M | +0.2% | +32.6% | -32.4% | -10.3% |
| 6M | -4.4% | +33.6% | -38.0% | -15.5% |
| YTD | +33.4% | +12.4% | +21.0% | +24.4% |
| 1Y | +40.8% | +11.2% | +29.6% | +31.8% |
| 3Y | +3.2% | +31.7% | -28.5% | -11.5% |
| 5Y | +64.8% | +60.1% | +4.7% | +27.5% |
| 10Y | -16.6% | +317.2% | -333.7% | -51.6% |
| All | -16.6% | +326.2% | -342.7% | -51.6% |
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