+65.4%
SLB vs PPL
+47.7%
+17.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.9% |
| 7D | -7.7% | +1.0% | -8.8% | -8.0% |
| 30D | -0.7% | +6.8% | -7.5% | -2.5% |
| 3M | 0.0% | +3.9% | -3.9% | -1.2% |
| 6M | -10.4% | -2.0% | -8.4% | -10.0% |
| YTD | +31.5% | +5.3% | +26.2% | +28.5% |
| 1Y | +39.1% | +2.2% | +36.9% | +37.3% |
| 3Y | -5.7% | +56.7% | -62.4% | -21.9% |
| 5Y | +65.4% | +49.1% | +16.4% | +36.4% |
| All | +65.4% | +47.7% | +17.8% | +36.4% |
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