+536.1%
SLB vs PAAS
+955.7%
-419.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.3% |
| 7D | -7.7% | -0.4% | -7.3% | -7.8% |
| 30D | -0.7% | -11.6% | +10.9% | +1.2% |
| 3M | 0.0% | -15.6% | +15.6% | +2.3% |
| 6M | -10.4% | -19.1% | +8.7% | -8.3% |
| YTD | +31.5% | -20.9% | +52.4% | +33.8% |
| 1Y | +39.1% | +21.3% | +17.8% | +30.7% |
| 3Y | -5.7% | +177.4% | -183.1% | -26.3% |
| 5Y | +65.4% | +71.3% | -5.9% | +37.1% |
| 10Y | -15.6% | +181.5% | -197.0% | -42.1% |
| All | +536.1% | +955.7% | -419.6% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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