+122.5%
PM vs RIG
-27.8%
+150.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -2.0% |
| 7D | -4.9% | +0.9% | -5.7% | -4.9% |
| 30D | -3.4% | +13.8% | -17.2% | -3.3% |
| 3M | +5.2% | -6.4% | +11.6% | +5.3% |
| 6M | +3.7% | -8.2% | +11.9% | +3.9% |
| YTD | +15.8% | +41.6% | -25.9% | +16.7% |
| 1Y | +17.4% | +88.7% | -71.3% | +19.0% |
| All | +122.5% | -27.8% | +150.3% | +129.6% |
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 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