-14.2%
SLB vs PM
+254.9%
-269.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | -1.2% | -7.1% | +5.9% | +1.9% |
| 30D | +4.5% | -2.8% | +7.3% | +5.5% |
| 3M | -4.6% | +6.3% | -10.9% | -7.6% |
| 6M | -6.3% | +9.6% | -15.9% | -11.0% |
| YTD | +35.0% | +25.6% | +9.4% | +19.6% |
| 1Y | +38.8% | +29.7% | +9.2% | +20.9% |
| 3Y | +3.3% | +147.6% | -144.3% | -40.3% |
| 5Y | +73.6% | +160.1% | -86.5% | -4.5% |
| 10Y | -14.2% | +260.9% | -275.1% | -58.4% |
| All | -14.2% | +254.9% | -269.1% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling