-11.9%
PEP vs SLB
+3.2%
-15.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | +0.2% | +15.8% | -15.6% | -0.6% |
| 3M | -1.1% | -0.3% | -0.8% | -1.0% |
| 6M | -13.5% | +21.3% | -34.8% | -14.8% |
| YTD | -1.2% | +52.3% | -53.5% | -4.0% |
| 1Y | -1.6% | +63.6% | -65.2% | -4.8% |
| All | -11.9% | +3.2% | -15.1% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling