-3.3%
SLB vs PPL
+54.8%
-58.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +2.7% | -1.8% | -0.6% |
| 30D | +15.8% | +0.5% | +15.4% | +15.3% |
| 3M | -0.3% | +0.7% | -1.0% | -1.2% |
| 6M | +21.3% | -7.6% | +28.9% | +25.4% |
| YTD | +52.3% | +1.8% | +50.5% | +49.0% |
| 1Y | +63.6% | -0.8% | +64.4% | +61.8% |
| 3Y | +3.8% | +56.9% | -53.1% | -22.8% |
| 5Y | +128.6% | +39.5% | +89.1% | +80.0% |
| All | -3.3% | +54.8% | -58.2% | -30.5% |
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