-4.8%
SLB vs PBF
+354.3%
-359.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.8% |
| 7D | +0.4% | +2.4% | -1.9% | -0.4% |
| 30D | +13.6% | +24.9% | -11.3% | +4.9% |
| 3M | +1.5% | +81.9% | -80.4% | -19.0% |
| 6M | +23.0% | +79.4% | -56.3% | -4.1% |
| YTD | +51.2% | +188.3% | -137.1% | -1.6% |
| 1Y | +63.5% | +177.3% | -113.8% | +5.8% |
| 3Y | +2.5% | +56.0% | -53.5% | -23.6% |
| 5Y | +139.2% | +804.0% | -664.8% | -11.8% |
| 10Y | -4.8% | +334.1% | -338.9% | -63.4% |
| All | -4.8% | +354.3% | -359.1% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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