+51.4%
PYPL vs SLB
-5.0%
+56.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | +28.9% | -0.3% | +29.2% | +28.2% |
| 6M | +18.2% | +21.3% | -3.1% | +12.4% |
| YTD | -5.0% | +52.3% | -57.3% | -14.5% |
| 1Y | -18.8% | +63.6% | -82.4% | -28.3% |
| 3Y | -12.6% | +3.8% | -16.3% | -16.3% |
| 5Y | -80.8% | +128.6% | -209.4% | -85.0% |
| 10Y | +49.9% | -3.1% | +53.0% | +30.9% |
| All | +51.4% | -5.0% | +56.4% | +26.6% |
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 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