+48.8%
PFE vs SLB
-12.7%
+61.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | -1.7% | +3.5% | -5.2% | -2.1% |
| 30D | +0.3% | +6.5% | -6.2% | -0.5% |
| 3M | +9.4% | -0.2% | +9.6% | +9.2% |
| 6M | +14.9% | -5.7% | +20.6% | +15.2% |
| YTD | +23.8% | +36.8% | -13.0% | +18.1% |
| 1Y | +19.5% | +45.8% | -26.3% | +13.1% |
| 3Y | +21.0% | +3.4% | +17.7% | +18.1% |
| 5Y | -23.9% | +76.1% | -100.0% | -31.9% |
| All | +48.8% | -12.7% | +61.5% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling