+3.2%
SLB vs PTC
-3.9%
+7.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.5% |
| 7D | +0.8% | -10.3% | +11.1% | +3.3% |
| 30D | +15.8% | +1.1% | +14.7% | +15.3% |
| 3M | -0.3% | +1.6% | -2.0% | -1.2% |
| 6M | +21.3% | -13.5% | +34.8% | +26.0% |
| YTD | +52.3% | -19.1% | +71.4% | +61.4% |
| 1Y | +63.6% | -33.9% | +97.5% | +87.0% |
| All | +3.2% | -3.9% | +7.1% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling