+139.3%
SLB vs PNR
-20.5%
+159.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.5% |
| 7D | -1.9% | -3.9% | +2.0% | -0.7% |
| 30D | +7.8% | -13.8% | +21.6% | +12.5% |
| 3M | +2.7% | -22.5% | +25.2% | +9.8% |
| 6M | +22.2% | -37.2% | +59.3% | +39.5% |
| YTD | +51.1% | -44.2% | +95.3% | +78.8% |
| 1Y | +63.3% | -46.6% | +110.0% | +96.2% |
| 3Y | +2.4% | -12.5% | +14.9% | +5.2% |
| 5Y | +139.3% | -19.3% | +158.7% | +146.8% |
| All | +139.3% | -20.5% | +159.8% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling