+57.3%
RIG vs PCOR
-30.9%
+88.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.4% | -1.5% |
| 7D | +0.9% | -9.0% | +9.8% | +3.7% |
| 30D | +13.8% | +4.2% | +9.6% | +12.1% |
| 3M | -6.4% | +14.4% | -20.8% | -11.2% |
| 6M | -8.2% | +0.2% | -8.3% | -10.1% |
| YTD | +41.6% | -20.3% | +61.9% | +48.0% |
| 1Y | +88.7% | -16.1% | +104.8% | +92.8% |
| 3Y | -30.9% | -14.7% | -16.1% | -32.2% |
| 5Y | +57.7% | -43.2% | +100.8% | +54.9% |
| All | +57.3% | -30.9% | +88.2% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling