+172.3%
PCAR vs RIG
+60.3%
+112.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.5% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | -6.2% | +13.8% | -20.0% | -7.8% |
| 3M | +5.9% | -6.4% | +12.3% | +6.4% |
| 6M | +0.4% | -8.2% | +8.6% | +0.6% |
| YTD | +14.8% | +41.6% | -26.8% | +8.5% |
| 1Y | +30.1% | +88.7% | -58.6% | +17.7% |
| 3Y | +66.7% | -30.9% | +97.5% | +63.2% |
| All | +172.3% | +60.3% | +112.0% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling