-55.4%
RIG vs PAAS
+1,235.6%
-1,291.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.5% |
| 30D | +13.8% | +6.8% | +7.0% | +11.8% |
| 3M | -6.4% | -2.9% | -3.5% | -6.5% |
| 6M | -8.2% | -16.4% | +8.3% | -6.2% |
| YTD | +41.6% | 0.0% | +41.6% | +38.2% |
| 1Y | +88.7% | +54.3% | +34.4% | +65.9% |
| 3Y | -30.9% | +230.7% | -261.5% | -50.2% |
| 5Y | +57.7% | +111.6% | -54.0% | +23.2% |
| 10Y | -39.3% | +211.7% | -251.0% | -60.6% |
| All | -55.4% | +1,235.6% | -1,291.0% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling