+82.3%
RIG vs PCOR
-19.9%
+102.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.6% | -1.1% |
| 7D | -2.7% | -6.9% | +4.2% | -1.8% |
| 30D | +9.5% | -1.5% | +11.0% | +9.6% |
| 3M | -6.6% | +18.5% | -25.1% | -8.4% |
| 6M | -2.9% | -4.7% | +1.8% | -1.1% |
| YTD | +39.5% | -22.8% | +62.2% | +49.6% |
| 1Y | +82.3% | -20.7% | +103.0% | +95.1% |
| All | +82.3% | -19.9% | +102.2% | +95.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling