+58.7%
SLB vs PNR
-47.3%
+106.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.6% |
| 7D | -2.4% | -5.5% | +3.0% | -1.6% |
| 30D | +4.9% | -15.6% | +20.4% | +7.7% |
| 3M | +1.4% | -20.2% | +21.6% | +4.3% |
| 6M | +17.6% | -36.6% | +54.2% | +28.2% |
| YTD | +48.3% | -45.0% | +93.3% | +65.5% |
| 1Y | +58.7% | -47.4% | +106.1% | +79.2% |
| All | +58.7% | -47.3% | +106.0% | +79.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling