+1.7%
PEP vs RIG
+85.2%
-83.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.1% |
| 30D | +0.7% | +9.5% | -8.9% | +0.7% |
| 3M | -0.5% | -6.6% | +6.1% | -0.4% |
| 6M | -11.3% | -2.9% | -8.4% | -11.3% |
| YTD | -0.6% | +39.5% | -40.1% | +0.6% |
| 1Y | +1.7% | +82.3% | -80.6% | +4.3% |
| All | +1.7% | +85.2% | -83.6% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling