-6.2%
SLB vs PM
+824.3%
-830.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.5% |
| 7D | -7.1% | -5.2% | -1.9% | -4.4% |
| 30D | +4.1% | +2.7% | +1.4% | +2.3% |
| 3M | -2.6% | +5.2% | -7.9% | -6.1% |
| 6M | -8.6% | +17.0% | -25.6% | -17.6% |
| YTD | +32.2% | +25.5% | +6.7% | +13.2% |
| 1Y | +40.7% | +35.5% | +5.1% | +14.9% |
| 3Y | -4.5% | +143.9% | -148.4% | -49.6% |
| 5Y | +66.4% | +161.8% | -95.5% | -18.2% |
| 10Y | -15.1% | +235.9% | -251.0% | -66.5% |
| All | -6.2% | +824.3% | -830.5% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling