+56.2%
RIG vs PNC
+51.4%
+4.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.1% |
| 7D | -3.1% | -0.6% | -2.5% | -2.7% |
| 30D | -0.5% | -4.4% | +3.9% | +2.3% |
| 3M | -6.0% | +5.2% | -11.2% | -9.8% |
| 6M | -10.1% | +20.6% | -30.8% | -22.3% |
| YTD | +37.3% | +19.8% | +17.5% | +18.1% |
| 1Y | +73.9% | +24.4% | +49.5% | +44.7% |
| 3Y | -30.2% | +131.2% | -161.4% | -63.4% |
| All | +56.2% | +51.4% | +4.8% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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