+359.1%
PCAR vs RIG
-42.7%
+401.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.6% |
| 7D | 0.0% | -2.7% | +2.7% | +0.3% |
| 30D | -7.7% | +9.5% | -17.2% | -8.8% |
| 3M | +3.7% | -6.6% | +10.3% | +4.1% |
| 6M | +2.3% | -2.9% | +5.2% | +1.8% |
| YTD | +12.8% | +39.5% | -26.7% | +7.5% |
| 1Y | +27.8% | +82.3% | -54.5% | +17.6% |
| 3Y | +61.8% | -29.6% | +91.4% | +60.5% |
| 5Y | +168.2% | +63.2% | +105.0% | +133.1% |
| 10Y | +359.1% | -45.0% | +404.1% | +282.6% |
| All | +359.1% | -42.7% | +401.8% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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