+3,159.9%
PEP vs SLB
+966.6%
+2,193.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | -1.1% | -0.3% | -0.8% | -1.4% |
| 6M | -13.5% | +21.3% | -34.8% | -16.1% |
| YTD | -1.2% | +52.3% | -53.5% | -7.1% |
| 1Y | -1.6% | +63.6% | -65.2% | -8.5% |
| 3Y | -12.5% | +3.8% | -16.3% | -14.8% |
| 5Y | +3.0% | +128.6% | -125.6% | -12.4% |
| 10Y | +73.9% | -3.1% | +77.0% | +56.6% |
| All | +3,159.9% | +966.6% | +2,193.3% | +1,545.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling