+130.8%
SLB vs PR
+433.6%
-302.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | +0.8% | +2.9% | -2.1% | -0.6% |
| 30D | +15.8% | +18.0% | -2.2% | +6.5% |
| 3M | -0.3% | +16.9% | -17.2% | -8.3% |
| 6M | +21.3% | +28.2% | -6.9% | +5.6% |
| YTD | +52.3% | +69.3% | -17.0% | +14.8% |
| 1Y | +63.6% | +69.5% | -5.9% | +22.7% |
| 3Y | +3.8% | +81.7% | -77.9% | -26.7% |
| All | +130.8% | +433.6% | -302.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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