+456.7%
PWR vs RIG
+52.4%
+404.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.2% |
| 6M | +18.3% | -2.9% | +21.2% | +17.5% |
| YTD | +51.5% | +39.5% | +12.0% | +41.7% |
| 1Y | +70.3% | +82.3% | -12.0% | +52.1% |
| 3Y | +210.6% | -29.6% | +240.2% | +206.5% |
| 5Y | +456.7% | +63.2% | +393.5% | +368.9% |
| All | +456.7% | +52.4% | +404.3% | +368.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling