-12.8%
PYPL vs SLB
+3.2%
-16.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | +0.8% | +1.8% | +2.4% |
| 30D | -4.9% | +15.8% | -20.7% | -8.1% |
| 3M | +28.9% | -0.3% | +29.2% | +28.8% |
| 6M | +18.2% | +21.3% | -3.1% | +11.9% |
| YTD | -5.0% | +52.3% | -57.3% | -16.6% |
| 1Y | -18.8% | +63.6% | -82.4% | -30.6% |
| All | -12.8% | +3.2% | -16.0% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling