+3,449.8%
PFE vs SLB
+820.7%
+2,629.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.8% | -2.3% |
| 7D | -0.2% | -7.7% | +7.5% | +1.2% |
| 30D | +8.7% | -0.7% | +9.4% | +8.6% |
| 3M | +15.8% | 0.0% | +15.8% | +15.3% |
| 6M | +16.8% | -10.4% | +27.3% | +18.3% |
| YTD | +26.2% | +31.5% | -5.3% | +18.5% |
| 1Y | +29.9% | +39.1% | -9.2% | +20.6% |
| 3Y | +15.9% | -5.7% | +21.6% | +13.8% |
| 5Y | -20.6% | +65.4% | -86.0% | -32.6% |
| 10Y | +65.4% | -15.6% | +80.9% | +48.4% |
| All | +3,449.8% | +820.7% | +2,629.2% | +1,455.2% |
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