+2.5%
PEP vs SLB
+39.8%
-37.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +2.6% | -2.9% | -0.4% |
| 30D | +11.8% | +4.4% | +7.4% | +11.4% |
| 3M | +3.7% | -2.7% | +6.4% | +3.7% |
| 6M | -4.3% | -7.5% | +3.2% | -4.0% |
| YTD | +2.1% | +34.8% | -32.7% | +0.4% |
| 1Y | +2.5% | +44.6% | -42.1% | -0.7% |
| All | +2.5% | +39.8% | -37.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling