+10.6%
PYPL vs SLB
+3.3%
+7.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | +6.1% | +4.5% | +1.6% | +5.1% |
| 3M | +1.1% | -4.6% | +5.6% | +1.4% |
| 6M | +32.7% | -6.3% | +39.0% | +33.5% |
| YTD | +2.8% | +35.0% | -32.2% | -8.1% |
| 1Y | -10.8% | +38.8% | -49.6% | -21.2% |
| All | +10.6% | +3.3% | +7.3% | +3.3% |
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