+65.4%
SLB vs PL
+11.6%
+53.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 3M | 0.0% | -49.1% | +49.1% | +4.5% |
| 6M | -10.4% | -69.4% | +58.9% | -3.6% |
| YTD | +31.5% | -42.3% | +73.8% | +33.2% |
| 1Y | +39.1% | -14.2% | +53.3% | +35.8% |
| 3Y | -5.7% | +398.7% | -404.4% | -25.8% |
| 5Y | +65.4% | +11.1% | +54.3% | +41.4% |
| All | +65.4% | +11.6% | +53.9% | +41.4% |
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