-13.1%
SLB vs PWR
+1,844.4%
-1,857.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +3.5% | +11.3% | -7.8% | -1.6% |
| 30D | +6.5% | -8.9% | +15.4% | +9.3% |
| 3M | -0.2% | -10.5% | +10.3% | +2.4% |
| 6M | -5.7% | -22.2% | +16.4% | +1.5% |
| YTD | +36.8% | +42.7% | -5.9% | +5.9% |
| 1Y | +45.8% | +41.1% | +4.7% | +12.9% |
| 3Y | +3.4% | +242.7% | -239.4% | -56.8% |
| 5Y | +76.1% | +418.5% | -342.4% | -47.3% |
| All | -13.1% | +1,844.4% | -1,857.5% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling