+130.8%
SLB vs PTC
+6.0%
+124.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +1.6% |
| 7D | +0.8% | -10.3% | +11.1% | +3.4% |
| 30D | +15.8% | +1.1% | +14.7% | +15.3% |
| 3M | -0.3% | +1.6% | -2.0% | -1.4% |
| 6M | +21.3% | -13.5% | +34.8% | +25.0% |
| YTD | +52.3% | -19.1% | +71.4% | +59.5% |
| 1Y | +63.6% | -33.9% | +97.5% | +82.1% |
| 3Y | +3.8% | -3.9% | +7.7% | +1.3% |
| All | +130.8% | +6.0% | +124.7% | +123.1% |
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 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