-5.8%
SLB vs PBR
+697.0%
-702.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | -2.5% | +5.4% | -7.9% | -5.0% |
| 30D | +7.1% | +22.9% | -15.8% | -3.2% |
| 3M | +0.6% | +19.6% | -19.0% | -8.1% |
| 6M | +17.6% | +16.5% | +1.1% | +7.8% |
| YTD | +48.5% | +86.7% | -38.2% | +7.9% |
| 1Y | +59.4% | +74.7% | -15.3% | +19.3% |
| 3Y | -0.4% | +102.6% | -102.9% | -32.1% |
| 5Y | +133.8% | +566.6% | -432.8% | -16.4% |
| All | -5.8% | +697.0% | -702.8% | -72.1% |
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