+8.0%
SLB vs PM
+752.6%
-744.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +1.3% |
| 7D | +0.8% | -4.9% | +5.7% | +3.6% |
| 30D | +15.8% | -3.4% | +19.2% | +17.7% |
| 3M | -0.3% | +5.2% | -5.5% | -4.1% |
| 6M | +21.3% | +3.7% | +17.6% | +16.5% |
| YTD | +52.3% | +15.8% | +36.5% | +37.0% |
| 1Y | +63.6% | +17.4% | +46.2% | +45.0% |
| 3Y | +3.8% | +116.9% | -113.2% | -41.2% |
| 5Y | +128.6% | +117.3% | +11.3% | +26.9% |
| 10Y | -3.1% | +193.8% | -196.8% | -58.3% |
| All | +8.0% | +752.6% | -744.6% | -81.0% |
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