-88.7%
RIG vs PBR
+1,873.9%
-1,962.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -1.1% |
| 7D | -8.2% | +0.3% | -8.5% | -8.4% |
| 30D | -0.2% | +17.5% | -17.7% | -8.8% |
| 3M | -2.7% | +20.9% | -23.6% | -12.5% |
| 6M | -7.5% | +20.2% | -27.7% | -16.7% |
| YTD | +38.3% | +84.3% | -46.0% | -1.8% |
| 1Y | +81.8% | +77.1% | +4.7% | +32.2% |
| 3Y | -30.2% | +100.8% | -131.0% | -52.9% |
| 5Y | +59.9% | +556.1% | -496.2% | -45.3% |
| 10Y | -41.9% | +676.1% | -718.0% | -81.6% |
| All | -88.7% | +1,873.9% | -1,962.6% | -97.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling