+62.5%
SLB vs PL
+20.8%
+41.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.8% | -0.2% |
| 7D | -7.1% | -6.8% | -0.3% | -6.7% |
| 30D | +4.1% | -29.3% | +33.4% | +6.5% |
| 3M | -2.6% | -44.8% | +42.1% | +1.1% |
| 6M | -8.6% | -68.4% | +59.8% | -1.9% |
| YTD | +32.2% | -36.4% | +68.6% | +32.9% |
| 1Y | +40.7% | +0.7% | +39.9% | +35.6% |
| 3Y | -4.5% | +455.3% | -459.8% | -25.5% |
| All | +62.5% | +20.8% | +41.7% | +37.9% |
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