-40.5%
RIG vs PH
+17,587.1%
-17,627.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | +0.9% | -3.1% | +3.9% | +2.6% |
| 30D | +13.8% | -3.2% | +17.1% | +15.2% |
| 3M | -6.4% | +10.6% | -17.0% | -13.0% |
| 6M | -8.2% | -2.1% | -6.0% | -9.5% |
| YTD | +41.6% | +10.2% | +31.5% | +30.2% |
| 1Y | +88.7% | +28.2% | +60.5% | +58.4% |
| 3Y | -30.9% | +134.9% | -165.7% | -59.1% |
| 5Y | +57.7% | +253.6% | -196.0% | -25.5% |
| 10Y | -39.3% | +804.7% | -844.0% | -80.1% |
| All | -40.5% | +17,587.1% | -17,627.6% | -89.5% |
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