+143.2%
PM vs RIG
-23.7%
+167.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.4% |
| 7D | -7.3% | -17.0% | +9.7% | -7.4% |
| 30D | -4.0% | -6.2% | +2.2% | -4.0% |
| 3M | +2.7% | -1.7% | +4.5% | +2.8% |
| 6M | +14.9% | -19.2% | +34.1% | +14.9% |
| YTD | +23.5% | +25.2% | -1.7% | +24.6% |
| 1Y | +30.4% | +29.9% | +0.5% | +31.6% |
| 3Y | +143.2% | -21.3% | +164.5% | +153.8% |
| All | +143.2% | -23.7% | +167.0% | +153.8% |
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