+67.4%
RIG vs PCOR
-11.9%
+79.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.6% | +4.0% |
| 7D | +5.7% | +3.0% | +2.7% | +4.8% |
| 30D | -0.7% | +38.7% | -39.4% | -10.8% |
| 3M | -3.1% | +24.9% | -28.0% | -10.8% |
| 6M | -16.3% | +68.8% | -85.1% | -30.8% |
| YTD | +34.1% | +6.7% | +27.4% | +26.9% |
| 1Y | +38.2% | +3.0% | +35.2% | +32.4% |
| 3Y | -15.3% | +48.6% | -63.9% | -30.3% |
| All | +67.4% | -11.9% | +79.3% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling