-17.1%
SLB vs PM
+232.9%
-250.0%
-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% | +5.2% | -7.9% | -5.3% |
| 6M | -8.6% | +17.0% | -25.6% | -15.6% |
| YTD | +32.2% | +25.5% | +6.7% | +17.3% |
| 1Y | +40.7% | +35.5% | +5.1% | +20.2% |
| 3Y | -4.5% | +143.9% | -148.4% | -44.1% |
| 5Y | +66.4% | +161.8% | -95.5% | -8.6% |
| All | -17.1% | +232.9% | -250.0% | -61.5% |
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