+70.3%
SLB vs PTC
+61.7%
+8.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -4.3% | +1.3% | -5.6% | -4.5% |
| 30D | +1.9% | +1.1% | +0.9% | +1.7% |
| 3M | -5.7% | +30.1% | -35.9% | -11.6% |
| 6M | -5.3% | +34.0% | -39.4% | -12.2% |
| YTD | +32.2% | +12.8% | +19.3% | +28.0% |
| 1Y | +38.5% | +10.7% | +27.8% | +35.0% |
| 3Y | +1.1% | +29.6% | -28.5% | -7.9% |
| 5Y | +70.3% | +63.5% | +6.7% | +46.6% |
| All | +70.3% | +61.7% | +8.6% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling