-1.7%
SLB vs PBF
+265.5%
-267.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -7.1% | -13.8% | +6.6% | -2.9% |
| 30D | +4.1% | -19.6% | +23.7% | +10.4% |
| 3M | -2.6% | +10.3% | -12.9% | -7.3% |
| 6M | -8.6% | +63.4% | -72.0% | -24.6% |
| YTD | +32.2% | +152.6% | -120.4% | -8.6% |
| 1Y | +40.7% | +87.4% | -46.7% | +6.5% |
| 3Y | -4.5% | +63.3% | -67.8% | -29.2% |
| 5Y | +66.4% | +412.5% | -346.1% | -19.5% |
| 10Y | -15.1% | +282.5% | -297.6% | -65.0% |
| All | -1.7% | +265.5% | -267.1% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling