+56.2%
RIG vs PNR
-21.7%
+77.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | -3.1% | -6.0% | +3.0% | -0.3% |
| 30D | -0.5% | -14.0% | +13.4% | +6.3% |
| 3M | -6.0% | -21.7% | +15.7% | +3.3% |
| 6M | -10.1% | -37.3% | +27.1% | +9.6% |
| YTD | +37.3% | -45.1% | +82.4% | +79.9% |
| 1Y | +73.9% | -49.1% | +123.1% | +138.3% |
| 3Y | -30.2% | -14.8% | -15.3% | -27.9% |
| All | +56.2% | -21.7% | +77.9% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling