+1.1%
SLB vs PM
+144.1%
-143.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -4.3% | -6.6% | +2.3% | -4.2% |
| 30D | +1.9% | -3.4% | +5.4% | +2.0% |
| 3M | -5.7% | +5.3% | -11.0% | -5.7% |
| 6M | -5.3% | +15.5% | -20.9% | -5.5% |
| YTD | +32.2% | +24.3% | +7.9% | +32.3% |
| 1Y | +38.5% | +29.7% | +8.8% | +39.0% |
| 3Y | +1.1% | +144.9% | -143.8% | -6.1% |
| All | +1.1% | +144.1% | -143.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling