-17.1%
SLB vs PM
+235.7%
-252.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.3% |
| 7D | -7.1% | -5.2% | -1.9% | -5.0% |
| 30D | +4.1% | +2.7% | +1.4% | +2.7% |
| 3M | -2.6% | +6.1% | -8.8% | -5.6% |
| 6M | -8.6% | +18.0% | -26.6% | -15.9% |
| YTD | +32.2% | +26.6% | +5.6% | +16.8% |
| 1Y | +40.7% | +36.7% | +4.0% | +19.7% |
| 3Y | -4.5% | +146.0% | -150.5% | -44.3% |
| 5Y | +66.4% | +164.1% | -97.7% | -8.9% |
| All | -17.1% | +235.7% | -252.8% | -61.7% |
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