+59.9%
RIG vs PH
+251.4%
-191.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -0.2% | -10.3% | +10.1% | +7.3% |
| 3M | -2.7% | +5.1% | -7.8% | -8.0% |
| 6M | -7.5% | +2.3% | -9.7% | -12.6% |
| YTD | +38.3% | +8.7% | +29.6% | +24.2% |
| 1Y | +81.8% | +26.8% | +55.1% | +43.2% |
| 3Y | -30.2% | +139.2% | -169.4% | -68.1% |
| 5Y | +59.9% | +251.1% | -191.2% | -49.3% |
| All | +59.9% | +251.4% | -191.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling