-47.9%
RIG vs PAAS
+205.7%
-253.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +5.7% | -8.9% | +14.6% | +7.9% |
| 30D | -0.7% | -11.4% | +10.7% | +1.5% |
| 3M | -3.1% | -20.4% | +17.3% | +1.2% |
| 6M | -16.3% | -40.7% | +24.4% | -7.0% |
| YTD | +34.1% | -26.9% | +61.1% | +39.3% |
| 1Y | +38.2% | -3.1% | +41.2% | +33.2% |
| 3Y | -15.3% | +199.3% | -214.5% | -40.5% |
| 5Y | +62.5% | +48.3% | +14.2% | +30.9% |
| All | -47.9% | +205.7% | -253.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling