-3.1%
SLB vs PH
+808.0%
-811.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.8% | -3.1% | +3.9% | +3.0% |
| 30D | +15.8% | -3.2% | +19.1% | +17.9% |
| 3M | -0.3% | +10.6% | -10.9% | -8.1% |
| 6M | +21.3% | -2.1% | +23.5% | +20.7% |
| YTD | +52.3% | +10.2% | +42.1% | +39.2% |
| 1Y | +63.6% | +28.2% | +35.4% | +33.6% |
| 3Y | +3.8% | +134.9% | -131.1% | -47.5% |
| 5Y | +128.6% | +253.6% | -125.0% | -18.1% |
| All | -3.1% | +808.0% | -811.1% | -80.6% |
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