+1,428.4%
PFE vs RIG
-40.2%
+1,468.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -1.0% |
| 7D | +1.8% | +0.9% | +0.9% | +1.7% |
| 30D | +10.2% | +13.8% | -3.6% | +9.1% |
| 3M | +12.7% | -6.4% | +19.1% | +13.0% |
| 6M | +10.5% | -8.2% | +18.7% | +10.7% |
| YTD | +20.2% | +41.6% | -21.5% | +16.2% |
| 1Y | +24.1% | +88.7% | -64.6% | +17.1% |
| 3Y | -3.6% | -30.9% | +27.3% | -3.9% |
| 5Y | -20.9% | +57.7% | -78.5% | -29.0% |
| 10Y | +35.8% | -39.3% | +75.1% | +13.9% |
| All | +1,428.4% | -40.2% | +1,468.6% | +1,254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling