-42.2%
RIG vs PNR
+66.2%
-108.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.5% |
| 7D | -3.1% | -6.0% | +3.0% | +1.5% |
| 30D | -0.5% | -14.0% | +13.4% | +10.9% |
| 3M | -6.0% | -21.7% | +15.7% | +9.2% |
| 6M | -10.1% | -37.3% | +27.1% | +21.7% |
| YTD | +37.3% | -45.1% | +82.4% | +106.2% |
| 1Y | +73.9% | -49.1% | +123.1% | +178.2% |
| 3Y | -30.2% | -14.8% | -15.3% | -30.3% |
| 5Y | +62.5% | -21.0% | +83.5% | +66.2% |
| All | -42.2% | +66.2% | -108.4% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling