+8,390.6%
PWR vs RIG
-84.5%
+8,475.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.3% |
| 7D | +3.6% | +0.9% | +2.7% | +3.3% |
| 30D | -8.6% | +13.8% | -22.4% | -11.2% |
| 3M | -13.2% | -6.4% | -6.8% | -12.4% |
| 6M | +9.9% | -8.2% | +18.1% | +10.3% |
| YTD | +48.0% | +41.6% | +6.4% | +34.8% |
| 1Y | +66.2% | +88.7% | -22.5% | +41.4% |
| 3Y | +195.1% | -30.9% | +226.0% | +193.8% |
| 5Y | +442.6% | +57.7% | +384.9% | +310.7% |
| 10Y | +2,334.2% | -39.3% | +2,373.5% | +1,478.3% |
| All | +8,390.6% | -84.5% | +8,475.1% | +7,349.2% |
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