-13.1%
SLB vs PBR
+585.8%
-598.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +0.9% |
| 7D | +3.5% | -1.0% | +4.5% | +3.9% |
| 30D | +6.5% | -29.3% | +35.8% | +24.3% |
| 3M | -0.2% | +5.5% | -5.8% | -4.6% |
| 6M | -5.7% | -2.9% | -2.8% | -6.5% |
| YTD | +36.8% | +61.5% | -24.6% | +4.6% |
| 1Y | +45.8% | +46.9% | -1.1% | +16.5% |
| 3Y | +3.4% | +66.4% | -63.1% | -24.0% |
| 5Y | +76.1% | +460.3% | -384.2% | -33.2% |
| All | -13.1% | +585.8% | -598.9% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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