+386.6%
PSX vs RIG
-44.3%
+430.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +1.8% | -8.2% | +10.0% | +3.9% |
| 30D | +21.6% | -0.2% | +21.8% | +21.6% |
| 3M | +46.5% | -2.7% | +49.2% | +47.0% |
| 6M | +62.0% | -7.5% | +69.5% | +63.6% |
| YTD | +106.3% | +38.3% | +68.1% | +88.3% |
| 1Y | +103.0% | +81.8% | +21.1% | +72.1% |
| 3Y | +135.5% | -30.2% | +165.7% | +138.0% |
| 5Y | +368.5% | +59.9% | +308.6% | +264.9% |
| 10Y | +386.6% | -41.9% | +428.5% | +249.8% |
| All | +386.6% | -44.3% | +430.9% | +249.8% |
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 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