-29.6%
RIG vs PAAS
+247.3%
-276.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.4% |
| 7D | -2.7% | +2.0% | -4.7% | -3.1% |
| 30D | +9.5% | -0.1% | +9.6% | +9.2% |
| 3M | -6.6% | +8.2% | -14.9% | -9.1% |
| 6M | -2.9% | -13.8% | +10.9% | -1.3% |
| YTD | +39.5% | -0.6% | +40.1% | +35.2% |
| 1Y | +82.3% | +44.0% | +38.3% | +58.1% |
| 3Y | -29.6% | +246.6% | -276.2% | -53.7% |
| All | -29.6% | +247.3% | -276.8% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling