+130.8%
SLB vs PL
+82.7%
+48.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.3% |
| 7D | +0.8% | -9.3% | +10.1% | +1.5% |
| 30D | +15.8% | -18.9% | +34.8% | +17.4% |
| 3M | -0.3% | -58.4% | +58.0% | +5.4% |
| 6M | +21.3% | -30.3% | +51.7% | +22.3% |
| YTD | +52.3% | -8.1% | +60.4% | +49.6% |
| 1Y | +63.6% | +180.5% | -116.9% | +44.4% |
| 3Y | +3.8% | +444.1% | -440.4% | -18.6% |
| All | +130.8% | +82.7% | +48.1% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling