+60.6%
PFE vs SLB
-16.2%
+76.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.7% | -7.1% | +3.4% | -2.9% |
| 30D | +5.0% | +4.1% | +0.9% | +4.4% |
| 3M | +12.2% | -2.6% | +14.8% | +12.3% |
| 6M | +14.6% | -8.6% | +23.1% | +15.3% |
| YTD | +24.1% | +32.2% | -8.1% | +18.9% |
| 1Y | +26.6% | +40.7% | -14.1% | +20.3% |
| 3Y | +14.3% | -4.5% | +18.8% | +12.5% |
| 5Y | -21.9% | +66.4% | -88.3% | -29.7% |
| All | +60.6% | -16.2% | +76.8% | +53.0% |
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