+242.7%
PWR vs RIG
-16.1%
+258.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.3% |
| 7D | +11.3% | +5.7% | +5.6% | +10.4% |
| 30D | -8.9% | -0.7% | -8.1% | -8.9% |
| 3M | -10.5% | -3.1% | -7.4% | -10.4% |
| 6M | -22.2% | -16.3% | -5.9% | -21.0% |
| YTD | +42.7% | +34.1% | +8.6% | +33.4% |
| 1Y | +41.1% | +38.2% | +3.0% | +31.2% |
| 3Y | +242.7% | -15.3% | +258.0% | +219.0% |
| All | +242.7% | -16.1% | +258.8% | +219.0% |
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 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