-16.6%
SLB vs PH
+778.3%
-794.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -1.9% |
| 7D | -3.7% | +3.0% | -6.7% | -5.8% |
| 30D | +2.9% | -0.6% | +3.5% | +2.7% |
| 3M | +0.2% | -10.7% | +11.0% | +7.3% |
| 6M | -4.4% | +9.1% | -13.5% | -11.7% |
| YTD | +33.4% | +9.5% | +23.9% | +21.7% |
| 1Y | +40.8% | +14.0% | +26.7% | +24.7% |
| 3Y | +3.2% | +138.9% | -135.7% | -48.5% |
| 5Y | +64.8% | +209.1% | -144.3% | -34.9% |
| 10Y | -16.6% | +737.3% | -753.9% | -82.2% |
| All | -16.6% | +778.3% | -794.9% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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