+2.5%
SLB vs PSX
+138.7%
-136.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.7% |
| 7D | +0.4% | +2.8% | -2.4% | -1.2% |
| 30D | +13.6% | +27.8% | -14.2% | -2.2% |
| 3M | +1.5% | +42.0% | -40.5% | -18.5% |
| 6M | +23.0% | +58.1% | -35.1% | -8.8% |
| YTD | +51.2% | +105.0% | -53.8% | -6.4% |
| 1Y | +63.5% | +104.9% | -41.4% | +1.1% |
| 3Y | +2.5% | +134.1% | -131.5% | -46.2% |
| All | +2.5% | +138.7% | -136.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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