-21.2%
RIG vs PCOR
+43.8%
-65.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -24.5% | +22.7% | -47.2% | -29.1% |
| 30D | -2.8% | +37.5% | -40.2% | -11.7% |
| 3M | +1.6% | +35.2% | -33.6% | -8.1% |
| 6M | -15.9% | +42.2% | -58.1% | -25.8% |
| YTD | +26.9% | +3.6% | +23.3% | +24.6% |
| 1Y | +34.4% | -4.8% | +39.1% | +36.9% |
| 3Y | -21.2% | +48.3% | -69.5% | -36.2% |
| All | -21.2% | +43.8% | -65.0% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling