+54.8%
RIG vs PCOR
-33.1%
+88.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -0.6% |
| 7D | -2.7% | -6.9% | +4.2% | -0.6% |
| 30D | +9.5% | -1.5% | +11.0% | +9.7% |
| 3M | -6.6% | +18.5% | -25.1% | -12.5% |
| 6M | -2.9% | -4.7% | +1.8% | -3.4% |
| YTD | +39.5% | -22.8% | +62.2% | +47.1% |
| 1Y | +82.3% | -20.7% | +103.0% | +89.7% |
| 3Y | -29.6% | -14.6% | -15.0% | -31.0% |
| 5Y | +63.2% | -40.7% | +103.9% | +58.7% |
| All | +54.8% | -33.1% | +88.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling