-29.7%
RIG vs PH
+137.6%
-167.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -0.2% | -10.3% | +10.1% | +6.1% |
| 3M | -2.7% | +5.1% | -7.8% | -7.4% |
| 6M | -7.5% | +2.3% | -9.7% | -11.9% |
| YTD | +38.3% | +8.7% | +29.6% | +25.6% |
| 1Y | +81.8% | +26.8% | +55.1% | +45.6% |
| All | -29.7% | +137.6% | -167.3% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling