+818.8%
SLB vs PH
+24,008.7%
-23,189.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.8% |
| 7D | -7.1% | +2.0% | -9.1% | -8.1% |
| 30D | +4.1% | -3.7% | +7.8% | +5.6% |
| 3M | -2.6% | -14.0% | +11.4% | +4.2% |
| 6M | -8.6% | +2.1% | -10.7% | -10.5% |
| YTD | +32.2% | +5.1% | +27.1% | +26.9% |
| 1Y | +40.7% | +10.9% | +29.7% | +31.5% |
| 3Y | -4.5% | +132.9% | -137.5% | -38.9% |
| 5Y | +66.4% | +200.1% | -133.7% | -7.4% |
| 10Y | -15.1% | +783.8% | -798.9% | -70.5% |
| All | +818.8% | +24,008.7% | -23,189.9% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling