-14.2%
SLB vs PWR
+1,887.5%
-1,901.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.3% | -2.1% | +0.2% |
| 7D | -1.2% | +4.7% | -5.9% | -3.8% |
| 30D | +4.5% | -12.5% | +17.0% | +9.2% |
| 3M | -4.6% | -9.3% | +4.8% | -2.6% |
| 6M | -6.3% | -22.2% | +15.9% | +1.0% |
| YTD | +35.0% | +44.2% | -9.2% | +4.0% |
| 1Y | +38.8% | +35.5% | +3.3% | +9.8% |
| 3Y | +3.3% | +250.4% | -247.2% | -57.3% |
| 5Y | +73.6% | +425.6% | -352.0% | -48.4% |
| 10Y | -14.2% | +1,874.2% | -1,888.5% | -90.7% |
| All | -14.2% | +1,887.5% | -1,901.7% | -90.7% |
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