+40.9%
RIG vs PCOR
-10.3%
+51.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -24.5% | +22.7% | -47.2% | -29.5% |
| 30D | -2.8% | +37.5% | -40.2% | -12.3% |
| 3M | +1.6% | +35.2% | -33.6% | -8.7% |
| 6M | -15.9% | +42.2% | -58.1% | -26.4% |
| YTD | +26.9% | +3.6% | +23.3% | +21.0% |
| 1Y | +34.4% | -4.8% | +39.1% | +31.9% |
| 3Y | -21.2% | +48.3% | -69.5% | -34.8% |
| 5Y | +46.4% | -20.1% | +66.4% | +29.0% |
| All | +40.9% | -10.3% | +51.2% | +27.1% |
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 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