-42.2%
RIG vs PH
+820.2%
-862.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -3.3% |
| 7D | -3.1% | -1.3% | -1.8% | -2.0% |
| 30D | -0.5% | -11.0% | +10.4% | +9.9% |
| 3M | -6.0% | +5.5% | -11.5% | -12.6% |
| 6M | -10.1% | +1.5% | -11.6% | -15.9% |
| YTD | +37.3% | +8.8% | +28.5% | +19.8% |
| 1Y | +73.9% | +24.5% | +49.4% | +32.1% |
| 3Y | -30.2% | +141.2% | -171.3% | -73.5% |
| 5Y | +62.5% | +256.3% | -193.8% | -60.0% |
| All | -42.2% | +820.2% | -862.4% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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