-16.6%
SLB vs PPL
+62.1%
-78.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -3.7% | -1.2% | -2.5% | -3.1% |
| 30D | +2.9% | +4.2% | -1.3% | +0.6% |
| 3M | +0.2% | +1.5% | -1.3% | -1.0% |
| 6M | -4.4% | +1.0% | -5.5% | -5.7% |
| YTD | +33.4% | +4.4% | +29.0% | +28.5% |
| 1Y | +40.8% | +0.8% | +40.0% | +38.0% |
| 3Y | +3.2% | +56.5% | -53.3% | -23.0% |
| 5Y | +64.8% | +47.7% | +17.1% | +25.0% |
| 10Y | -16.6% | +64.4% | -81.0% | -41.7% |
| All | -16.6% | +62.1% | -78.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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