+250.9%
PM vs RIG
-49.1%
+300.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -6.6% | -12.2% | +5.6% | -6.1% |
| 30D | -3.4% | -6.0% | +2.5% | -3.3% |
| 3M | +5.3% | -9.4% | +14.8% | +5.7% |
| 6M | +15.5% | -19.1% | +34.6% | +16.3% |
| YTD | +24.3% | +25.4% | -1.2% | +22.2% |
| 1Y | +29.7% | +23.3% | +6.4% | +27.6% |
| 3Y | +144.9% | -22.1% | +167.0% | +143.4% |
| 5Y | +159.0% | +50.1% | +108.9% | +141.3% |
| 10Y | +250.9% | -50.7% | +301.6% | +203.6% |
| All | +250.9% | -49.1% | +300.0% | +203.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling