+88.7%
RIG vs PNR
-43.1%
+131.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | +0.9% | -2.4% | +3.2% | +1.1% |
| 30D | +13.8% | -12.8% | +26.6% | +15.1% |
| 3M | -6.4% | -17.0% | +10.6% | -4.6% |
| 6M | -8.2% | -37.4% | +29.3% | +4.3% |
| YTD | +41.6% | -41.6% | +83.3% | +63.3% |
| 1Y | +88.7% | -44.6% | +133.3% | +133.3% |
| All | +88.7% | -43.1% | +131.8% | +133.3% |
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