+210.6%
PWR vs RIG
-28.9%
+239.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.9% | +2.6% |
| 7D | +4.5% | -2.7% | +7.2% | +4.9% |
| 30D | -4.9% | +9.5% | -14.4% | -6.3% |
| 3M | -7.9% | -6.6% | -1.2% | -7.3% |
| 6M | +18.3% | -2.9% | +21.2% | +17.2% |
| YTD | +51.5% | +39.5% | +12.0% | +40.5% |
| 1Y | +70.3% | +82.3% | -12.0% | +50.3% |
| 3Y | +210.6% | -29.6% | +240.2% | +216.5% |
| All | +210.6% | -28.9% | +239.5% | +216.5% |
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