+1,470.3%
PFE vs RIG
-47.2%
+1,517.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -4.7% | -17.0% | +12.3% | -3.4% |
| 30D | +3.4% | -6.2% | +9.5% | +3.7% |
| 3M | +9.2% | -1.7% | +10.9% | +9.0% |
| 6M | +15.8% | -19.2% | +35.0% | +17.1% |
| YTD | +23.4% | +25.2% | -1.7% | +20.2% |
| 1Y | +25.8% | +29.9% | -4.1% | +22.1% |
| 3Y | +17.8% | -21.3% | +39.2% | +16.1% |
| 5Y | -20.2% | +40.5% | -60.7% | -27.7% |
| 10Y | +49.6% | -49.6% | +99.2% | +27.5% |
| All | +1,470.3% | -47.2% | +1,517.5% | +1,301.3% |
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