+350.8%
PSX vs RIG
-48.3%
+399.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.6% |
| 7D | -0.4% | -2.6% | +2.2% | +0.3% |
| 30D | -8.1% | -5.2% | -2.9% | -7.1% |
| 3M | +15.9% | -8.6% | +24.5% | +17.9% |
| 6M | +49.4% | -18.9% | +68.3% | +55.7% |
| YTD | +104.7% | +28.6% | +76.1% | +89.3% |
| 1Y | +89.1% | +25.5% | +63.6% | +75.6% |
| 3Y | +151.7% | -20.2% | +171.9% | +146.5% |
| 5Y | +298.3% | +53.9% | +244.4% | +212.8% |
| All | +350.8% | -48.3% | +399.1% | +237.0% |
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