+67.4%
RIG vs PH
+203.8%
-136.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.2% |
| 7D | +5.7% | +4.3% | +1.4% | +2.6% |
| 30D | -0.7% | +0.1% | -0.9% | -1.5% |
| 3M | -3.1% | -9.4% | +6.2% | +2.4% |
| 6M | -16.3% | +8.8% | -25.1% | -24.0% |
| YTD | +34.1% | +9.6% | +24.5% | +18.6% |
| 1Y | +38.2% | +14.4% | +23.7% | +17.6% |
| 3Y | -15.3% | +134.5% | -149.8% | -61.1% |
| All | +67.4% | +203.8% | -136.4% | -44.0% |
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