-79.3%
RIG vs PFG
+999.6%
-1,078.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -2.7% | +6.0% | -8.7% | -5.6% |
| 30D | +9.5% | +2.2% | +7.3% | +8.0% |
| 3M | -6.6% | +10.4% | -17.0% | -11.5% |
| 6M | -2.9% | +27.8% | -30.6% | -14.4% |
| YTD | +39.5% | +33.6% | +5.8% | +20.2% |
| 1Y | +82.3% | +49.3% | +33.0% | +48.7% |
| 3Y | -29.6% | +69.7% | -99.3% | -45.3% |
| 5Y | +63.2% | +111.3% | -48.2% | +16.1% |
| 10Y | -45.0% | +240.3% | -285.3% | -64.5% |
| All | -79.3% | +999.6% | -1,078.9% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling