-20.2%
PFE vs SLB
+64.5%
-84.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | -4.7% | -3.7% | -1.0% | -4.4% |
| 30D | +3.4% | +2.9% | +0.4% | +3.0% |
| 3M | +9.2% | +0.2% | +9.0% | +9.0% |
| 6M | +15.8% | -4.4% | +20.3% | +15.9% |
| YTD | +23.4% | +33.4% | -10.0% | +19.5% |
| 1Y | +25.8% | +40.8% | -15.0% | +21.1% |
| 3Y | +17.8% | +3.2% | +14.7% | +14.5% |
| 5Y | -20.2% | +64.8% | -85.0% | -15.0% |
| All | -20.2% | +64.5% | -84.7% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling