+38.5%
SLB vs PTC
+10.9%
+27.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -4.3% | +1.3% | -5.6% | -4.3% |
| 30D | +1.9% | +1.1% | +0.9% | +1.9% |
| 3M | -5.7% | +30.1% | -35.9% | -6.6% |
| 6M | -5.3% | +34.0% | -39.4% | -6.5% |
| YTD | +32.2% | +12.8% | +19.3% | +37.6% |
| 1Y | +38.5% | +10.7% | +27.8% | +45.5% |
| All | +38.5% | +10.9% | +27.6% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling