+35.2%
PFE vs RIG
-44.3%
+79.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | 0.0% |
| 7D | -4.3% | -8.2% | +3.9% | -3.9% |
| 30D | +2.7% | -0.2% | +2.9% | +2.7% |
| 3M | +10.0% | -2.7% | +12.7% | +10.0% |
| 6M | +7.2% | -7.5% | +14.6% | +7.2% |
| YTD | +17.3% | +38.3% | -20.9% | +15.2% |
| 1Y | +20.3% | +81.8% | -61.5% | +16.5% |
| 3Y | -1.6% | -30.2% | +28.6% | -2.2% |
| 5Y | -21.4% | +59.9% | -81.3% | -26.0% |
| 10Y | +35.2% | -41.9% | +77.2% | +21.2% |
| All | +35.2% | -44.3% | +79.5% | +21.2% |
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