-43.7%
RIG vs PH
+17,496.8%
-17,540.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.2% |
| 7D | +5.7% | +4.3% | +1.4% | +3.1% |
| 30D | -0.7% | +0.1% | -0.9% | -1.4% |
| 3M | -3.1% | -9.4% | +6.2% | +1.3% |
| 6M | -16.3% | +8.8% | -25.1% | -22.2% |
| YTD | +34.1% | +9.6% | +24.5% | +22.7% |
| 1Y | +38.2% | +14.4% | +23.7% | +23.0% |
| 3Y | -15.3% | +134.5% | -149.8% | -50.0% |
| 5Y | +62.5% | +204.4% | -142.0% | -17.2% |
| 10Y | -46.6% | +697.3% | -743.9% | -81.7% |
| All | -43.7% | +17,496.8% | -17,540.5% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling