+361.6%
PSX vs RIG
-46.1%
+407.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.4% | -0.2% |
| 7D | +7.8% | +5.7% | +2.1% | +6.4% |
| 30D | -10.9% | -0.7% | -10.2% | -10.9% |
| 3M | +14.5% | -3.1% | +17.6% | +14.8% |
| 6M | +56.1% | -16.3% | +72.4% | +61.4% |
| YTD | +109.6% | +34.1% | +75.4% | +91.8% |
| 1Y | +95.5% | +38.2% | +57.4% | +77.5% |
| 3Y | +156.2% | -15.3% | +171.5% | +147.4% |
| 5Y | +310.0% | +62.5% | +247.5% | +217.9% |
| All | +361.6% | -46.1% | +407.7% | +241.6% |
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