+3,280.0%
PFE vs SLB
+966.6%
+2,313.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +0.8% | +0.9% | +1.6% |
| 30D | +10.2% | +15.8% | -5.6% | +7.1% |
| 3M | +12.7% | -0.3% | +13.0% | +12.3% |
| 6M | +10.5% | +21.3% | -10.8% | +5.8% |
| YTD | +20.2% | +52.3% | -32.1% | +10.0% |
| 1Y | +24.1% | +63.6% | -39.5% | +11.9% |
| 3Y | -3.6% | +3.8% | -7.3% | -6.9% |
| 5Y | -20.9% | +128.6% | -149.5% | -36.9% |
| 10Y | +35.8% | -3.1% | +38.9% | +19.1% |
| All | +3,280.0% | +966.6% | +2,313.3% | +1,344.7% |
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