+21.0%
PFE vs RIG
-16.1%
+37.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | 0.0% |
| 7D | -1.7% | +5.7% | -7.4% | -2.0% |
| 30D | +0.3% | -0.7% | +1.1% | +0.2% |
| 3M | +9.4% | -3.1% | +12.5% | +9.3% |
| 6M | +14.9% | -16.3% | +31.2% | +15.6% |
| YTD | +23.8% | +34.1% | -10.3% | +19.8% |
| 1Y | +19.5% | +38.2% | -18.6% | +15.3% |
| 3Y | +21.0% | -15.3% | +36.3% | +14.1% |
| All | +21.0% | -16.1% | +37.1% | +14.1% |
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