+1.1%
SLB vs PR
+169.5%
-168.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +0.8% | +2.9% | -2.1% | -0.1% |
| 30D | +15.8% | +18.0% | -2.2% | +10.0% |
| 3M | -0.3% | +16.9% | -17.2% | -5.2% |
| 6M | +21.3% | +28.2% | -6.9% | +11.8% |
| YTD | +52.3% | +69.3% | -17.0% | +28.7% |
| 1Y | +63.6% | +69.5% | -5.9% | +38.0% |
| 3Y | +3.8% | +81.7% | -77.9% | -14.8% |
| 5Y | +128.6% | +422.2% | -293.6% | +36.4% |
| 10Y | -3.1% | +110.4% | -113.4% | -45.2% |
| All | +1.1% | +169.5% | -168.3% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling