+818.8%
SLB vs PTC
+8,817.5%
-7,998.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 6M | -8.6% | +42.6% | -51.2% | -15.0% |
| YTD | +32.2% | +12.0% | +20.2% | +27.4% |
| 1Y | +40.7% | +12.2% | +28.5% | +35.5% |
| 3Y | -4.5% | +31.2% | -35.7% | -10.8% |
| 5Y | +66.4% | +54.9% | +11.5% | +49.7% |
| 10Y | -15.1% | +343.1% | -358.2% | -35.6% |
| All | +818.8% | +8,817.5% | -7,998.7% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling