-5.9%
SLB vs PNR
+66.6%
-72.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.1% |
| 7D | -2.4% | -5.5% | +3.0% | +0.5% |
| 30D | +4.9% | -15.6% | +20.4% | +14.4% |
| 3M | +1.4% | -20.2% | +21.6% | +12.1% |
| 6M | +17.6% | -36.6% | +54.2% | +46.7% |
| YTD | +48.3% | -45.0% | +93.3% | +98.7% |
| 1Y | +58.7% | -47.4% | +106.1% | +117.9% |
| 3Y | +0.6% | -13.7% | +14.3% | +0.1% |
| 5Y | +133.6% | -20.8% | +154.4% | +139.0% |
| All | -5.9% | +66.6% | -72.5% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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