+851.0%
SLB vs PNR
+4,177.9%
-3,326.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +6.5% | +31.7% | -25.2% | -5.3% |
| 3M | -0.2% | +2.6% | -2.9% | -2.2% |
| 6M | -5.7% | -6.4% | +0.7% | -5.3% |
| YTD | +36.8% | -33.4% | +70.3% | +56.3% |
| 1Y | +45.8% | -35.1% | +80.8% | +68.1% |
| 3Y | +3.4% | +17.1% | -13.7% | -7.3% |
| 5Y | +76.1% | -3.5% | +79.7% | +65.4% |
| 10Y | -13.0% | +100.2% | -113.2% | -38.7% |
| All | +851.0% | +4,177.9% | -3,326.9% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling