-4.5%
SLB vs PBF
+59.0%
-63.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -7.1% | -13.8% | +6.6% | -4.2% |
| 30D | +4.1% | -19.6% | +23.7% | +8.5% |
| 3M | -2.6% | +10.3% | -12.9% | -6.2% |
| 6M | -8.6% | +63.4% | -72.0% | -21.2% |
| YTD | +32.2% | +152.6% | -120.4% | -3.9% |
| 1Y | +40.7% | +87.4% | -46.7% | +11.8% |
| 3Y | -4.5% | +63.3% | -67.8% | -33.2% |
| All | -4.5% | +59.0% | -63.5% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling