-17.1%
SLB vs PWR
+1,833.2%
-1,850.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.3% | -5.7% | -2.2% |
| 7D | -7.1% | -12.9% | +5.8% | -2.1% |
| 30D | +4.1% | -22.8% | +26.9% | +15.3% |
| 3M | -2.6% | -19.0% | +16.4% | +4.7% |
| 6M | -8.6% | -31.1% | +22.5% | +4.2% |
| YTD | +32.2% | +28.3% | +3.9% | +7.7% |
| 1Y | +40.7% | +22.2% | +18.4% | +16.8% |
| 3Y | -4.5% | +222.2% | -226.7% | -59.1% |
| 5Y | +66.4% | +364.2% | -297.8% | -47.1% |
| All | -17.1% | +1,833.2% | -1,850.3% | -90.5% |
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