-14.4%
SLB vs PH
+700.5%
-714.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.9% |
| 7D | +2.6% | +7.4% | -4.8% | -2.4% |
| 30D | +4.4% | +0.5% | +3.9% | +3.4% |
| 3M | -2.7% | -10.2% | +7.5% | +3.8% |
| 6M | -7.5% | +8.9% | -16.5% | -14.5% |
| YTD | +34.8% | +9.7% | +25.2% | +22.8% |
| 1Y | +44.6% | +12.8% | +31.8% | +29.0% |
| 3Y | +3.2% | +134.6% | -131.4% | -47.9% |
| 5Y | +73.6% | +204.5% | -131.0% | -30.8% |
| All | -14.4% | +700.5% | -714.8% | -81.9% |
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