+813.6%
SLB vs PTC
+8,796.0%
-7,982.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | -7.7% | -0.1% | -7.6% | -7.7% |
| 30D | -0.7% | +0.8% | -1.5% | -0.9% |
| 3M | 0.0% | +39.6% | -39.6% | -6.2% |
| 6M | -10.4% | +41.5% | -51.9% | -16.6% |
| YTD | +31.5% | +11.7% | +19.8% | +26.7% |
| 1Y | +39.1% | +2.4% | +36.7% | +36.0% |
| 3Y | -5.7% | +31.9% | -37.6% | -12.0% |
| 5Y | +65.4% | +54.5% | +10.9% | +49.0% |
| 10Y | -15.6% | +342.1% | -357.6% | -36.0% |
| All | +813.6% | +8,796.0% | -7,982.4% | +303.4% |
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