+17.0%
PG vs RIG
+43.0%
-26.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.6% | +10.9% | +2.8% |
| 7D | +5.7% | -18.8% | +24.5% | +4.7% |
| 30D | +15.4% | -1.1% | +16.5% | +15.3% |
| 3M | +13.8% | +4.4% | +9.4% | +14.0% |
| 6M | +18.3% | -20.8% | +39.1% | +17.5% |
| YTD | +20.1% | +32.0% | -11.8% | +20.3% |
| 1Y | +17.0% | +39.7% | -22.8% | +17.6% |
| All | +17.0% | +43.0% | -26.1% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling