-21.5%
PFE vs SLB
+65.5%
-86.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.7% | -7.1% | +3.4% | -3.1% |
| 30D | +5.0% | +4.1% | +0.9% | +4.5% |
| 3M | +12.2% | -2.6% | +14.8% | +12.3% |
| 6M | +14.6% | -8.6% | +23.1% | +15.1% |
| YTD | +24.1% | +32.2% | -8.1% | +20.2% |
| 1Y | +26.6% | +40.7% | -14.1% | +21.8% |
| 3Y | +14.3% | -4.5% | +18.8% | +11.5% |
| All | -21.5% | +65.5% | -86.9% | -16.8% |
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