-42.2%
RIG vs PFG
+251.1%
-293.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.8% | -2.8% |
| 7D | -3.1% | -0.4% | -2.6% | -2.7% |
| 30D | -0.5% | +2.9% | -3.4% | -4.1% |
| 3M | -6.0% | +6.7% | -12.7% | -13.4% |
| 6M | -10.1% | +33.8% | -43.9% | -34.8% |
| YTD | +37.3% | +35.0% | +2.3% | -1.9% |
| 1Y | +73.9% | +46.4% | +27.5% | +13.4% |
| 3Y | -30.2% | +71.6% | -101.8% | -61.9% |
| 5Y | +62.5% | +113.7% | -51.2% | -32.6% |
| All | -42.2% | +251.1% | -293.3% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling