+47.2%
PYPL vs SLB
-15.8%
+63.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.2% |
| 7D | +2.2% | -3.7% | +5.9% | +2.9% |
| 30D | +8.1% | +2.9% | +5.2% | +7.4% |
| 3M | +1.9% | +0.2% | +1.7% | +1.3% |
| 6M | +33.1% | -4.4% | +37.6% | +33.1% |
| YTD | +3.8% | +33.4% | -29.7% | -3.8% |
| 1Y | -8.3% | +40.8% | -49.1% | -16.1% |
| 3Y | +11.9% | +3.2% | +8.7% | +7.4% |
| 5Y | -70.4% | +64.8% | -135.2% | -75.0% |
| 10Y | +47.2% | -16.6% | +63.7% | +19.6% |
| All | +47.2% | -15.8% | +63.0% | +19.6% |
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