-4.5%
SLB vs PTC
+32.2%
-36.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +4.1% | +0.8% | +3.3% | +4.0% |
| 3M | -2.6% | +32.1% | -34.7% | -8.2% |
| 6M | -8.6% | +42.6% | -51.2% | -15.9% |
| YTD | +32.2% | +12.0% | +20.2% | +31.3% |
| 1Y | +40.7% | +12.2% | +28.5% | +39.6% |
| 3Y | -4.5% | +31.2% | -35.7% | -21.1% |
| All | -4.5% | +32.2% | -36.7% | -21.1% |
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