+39.7%
RIG vs PNR
-31.2%
+70.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.9% | -7.4% |
| 7D | -18.8% | +11.9% | -30.7% | -18.5% |
| 30D | -1.1% | +37.1% | -38.2% | -0.9% |
| 3M | +4.4% | +5.7% | -1.3% | +5.2% |
| 6M | -20.8% | -5.7% | -15.1% | -18.7% |
| YTD | +32.0% | -29.8% | +61.8% | +45.8% |
| 1Y | +39.7% | -31.8% | +71.5% | +58.1% |
| All | +39.7% | -31.2% | +70.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling