+1,091.2%
PSX vs RIG
-87.5%
+1,178.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -7.8% | -12.2% | +4.4% | -5.0% |
| 30D | -9.9% | -6.0% | -3.9% | -8.8% |
| 3M | +16.9% | -9.4% | +26.4% | +19.1% |
| 6M | +48.0% | -19.1% | +67.0% | +54.2% |
| YTD | +98.3% | +25.4% | +72.9% | +84.7% |
| 1Y | +86.2% | +23.3% | +62.8% | +73.8% |
| 3Y | +144.0% | -22.1% | +166.1% | +140.6% |
| 5Y | +287.7% | +50.1% | +237.6% | +207.5% |
| 10Y | +338.3% | -50.7% | +389.0% | +223.0% |
| All | +1,091.2% | -87.5% | +1,178.8% | +999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling