-5.1%
SLB vs PPL
+56.9%
-62.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -7.7% | +1.0% | -8.8% | -7.8% |
| 30D | -0.7% | +6.8% | -7.5% | -1.1% |
| 3M | 0.0% | +3.9% | -3.9% | -0.2% |
| 6M | -10.4% | -2.0% | -8.4% | -10.1% |
| YTD | +31.5% | +5.3% | +26.2% | +30.5% |
| 1Y | +39.1% | +2.2% | +36.9% | +38.8% |
| All | -5.1% | +56.9% | -62.0% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling