+88.7%
RIG vs PBR
+70.4%
+18.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -1.6% |
| 7D | +0.9% | +8.6% | -7.7% | -4.5% |
| 30D | +13.8% | +12.8% | +1.0% | +5.0% |
| 3M | -6.4% | +14.7% | -21.1% | -14.8% |
| 6M | -8.2% | +25.2% | -33.3% | -20.8% |
| YTD | +41.6% | +77.1% | -35.5% | -7.9% |
| 1Y | +88.7% | +69.6% | +19.1% | +26.9% |
| All | +88.7% | +70.4% | +18.3% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling