-5.1%
SLB vs PL
+403.1%
-408.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.1% | +6.4% | -3.0% |
| 7D | -7.7% | -20.5% | +12.8% | -6.3% |
| 30D | -0.7% | -38.8% | +38.1% | +2.5% |
| 3M | 0.0% | -49.1% | +49.1% | +4.3% |
| 6M | -10.4% | -69.4% | +58.9% | -3.9% |
| YTD | +31.5% | -42.3% | +73.8% | +32.9% |
| 1Y | +39.1% | -14.2% | +53.3% | +35.5% |
| All | -5.1% | +403.1% | -408.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling