+14.3%
PFE vs RIG
-24.1%
+38.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -1.8% |
| 7D | -3.7% | -24.5% | +20.8% | -2.2% |
| 30D | +5.0% | -2.8% | +7.7% | +4.9% |
| 3M | +12.2% | +1.6% | +10.6% | +11.7% |
| 6M | +14.6% | -15.9% | +30.5% | +15.2% |
| YTD | +24.1% | +26.9% | -2.8% | +20.5% |
| 1Y | +26.6% | +34.4% | -7.8% | +22.3% |
| 3Y | +14.3% | -21.2% | +35.5% | +7.4% |
| All | +14.3% | -24.1% | +38.4% | +7.4% |
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