-28.9%
RIG vs PFG
+68.8%
-97.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.5% |
| 7D | -4.2% | -3.0% | -1.2% | -2.2% |
| 30D | -0.7% | +2.5% | -3.2% | -2.7% |
| 3M | -4.0% | +6.1% | -10.1% | -8.7% |
| 6M | -6.3% | +31.3% | -37.6% | -25.0% |
| YTD | +39.7% | +33.6% | +6.2% | +9.8% |
| 1Y | +78.1% | +48.5% | +29.6% | +27.2% |
| All | -28.9% | +68.8% | -97.7% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling