+958.5%
SLB vs PNR
+3,652.8%
-2,694.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | -2.4% | +3.2% | +1.7% |
| 30D | +15.8% | -12.8% | +28.6% | +22.0% |
| 3M | -0.3% | -17.0% | +16.6% | +5.9% |
| 6M | +21.3% | -37.4% | +58.8% | +43.8% |
| YTD | +52.3% | -41.6% | +93.9% | +84.7% |
| 1Y | +63.6% | -44.6% | +108.2% | +102.5% |
| 3Y | +3.8% | -12.1% | +15.9% | +5.0% |
| 5Y | +128.6% | -17.4% | +146.0% | +129.9% |
| 10Y | -3.1% | +64.0% | -67.1% | -25.8% |
| All | +958.5% | +3,652.8% | -2,694.3% | +358.1% |
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