+59.9%
RIG vs PAAS
+122.5%
-62.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -2.0% |
| 7D | -8.2% | +2.6% | -10.8% | -9.0% |
| 30D | -0.2% | +2.5% | -2.7% | -1.4% |
| 3M | -2.7% | +15.1% | -17.8% | -8.0% |
| 6M | -7.5% | -12.1% | +4.6% | -6.3% |
| YTD | +38.3% | +3.1% | +35.2% | +31.1% |
| 1Y | +81.8% | +50.8% | +31.0% | +48.7% |
| 3Y | -30.2% | +259.5% | -289.7% | -61.9% |
| 5Y | +59.9% | +126.3% | -66.4% | +13.2% |
| All | +59.9% | +122.5% | -62.6% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling