+1.6%
PG vs RIG
-31.7%
+33.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.9% |
| 30D | +0.8% | -0.5% | +1.4% | +0.8% |
| 3M | -1.3% | -6.0% | +4.6% | -1.4% |
| 6M | -3.8% | -10.1% | +6.3% | -4.0% |
| YTD | +3.6% | +37.3% | -33.7% | +4.3% |
| 1Y | -5.7% | +73.9% | -79.7% | -4.6% |
| 3Y | +1.6% | -30.2% | +31.8% | -2.4% |
| All | +1.6% | -31.7% | +33.3% | -2.4% |
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