+106.6%
PCAR vs RIG
+44.4%
+62.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.7% | -5.2% | -2.7% |
| 7D | +0.1% | -24.5% | +24.6% | +3.1% |
| 30D | -4.6% | -2.8% | -1.8% | -4.6% |
| 3M | -22.6% | +1.6% | -24.1% | -23.2% |
| 6M | -12.0% | -15.9% | +3.9% | -11.0% |
| YTD | -6.1% | +26.9% | -33.0% | -10.6% |
| 1Y | +6.3% | +34.4% | -28.0% | +0.4% |
| 3Y | +31.8% | -21.2% | +53.0% | +26.9% |
| All | +106.6% | +44.4% | +62.3% | +83.7% |
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