+62.5%
SLB vs PPL
+47.9%
+14.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | +4.1% | +5.4% | -1.4% | +2.6% |
| 3M | -2.6% | +4.3% | -6.9% | -3.9% |
| 6M | -8.6% | -1.3% | -7.2% | -8.4% |
| YTD | +32.2% | +4.7% | +27.5% | +29.4% |
| 1Y | +40.7% | +1.3% | +39.4% | +39.2% |
| 3Y | -4.5% | +57.2% | -61.7% | -21.1% |
| All | +62.5% | +47.9% | +14.7% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling