-13.1%
PEP vs RIG
-27.8%
+14.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.2% | -0.6% |
| 7D | -1.4% | +0.9% | -2.3% | -1.4% |
| 30D | +0.2% | +13.8% | -13.6% | +0.2% |
| 3M | -1.1% | -6.4% | +5.3% | -1.0% |
| 6M | -13.5% | -8.2% | -5.3% | -13.4% |
| YTD | -1.2% | +41.6% | -42.8% | -1.3% |
| 1Y | -1.6% | +88.7% | -90.3% | -1.8% |
| All | -13.1% | -27.8% | +14.7% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling