-41.5%
RIG vs PEG
+1,975.7%
-2,017.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.9% |
| 7D | -2.7% | +1.0% | -3.7% | -3.2% |
| 30D | +9.5% | -1.9% | +11.4% | +10.3% |
| 3M | -6.6% | -3.7% | -3.0% | -5.2% |
| 6M | -2.9% | -9.4% | +6.6% | +1.1% |
| YTD | +39.5% | -6.0% | +45.5% | +42.5% |
| 1Y | +82.3% | -4.4% | +86.6% | +84.6% |
| 3Y | -29.6% | +33.5% | -63.1% | -40.2% |
| 5Y | +63.2% | +35.7% | +27.4% | +36.4% |
| 10Y | -45.0% | +140.4% | -185.4% | -64.7% |
| All | -41.5% | +1,975.7% | -2,017.1% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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