-42.0%
RIG vs PNR
+1,694.2%
-1,736.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.1% |
| 7D | -8.2% | -3.9% | -4.3% | -6.4% |
| 30D | -0.2% | -13.8% | +13.6% | +7.3% |
| 3M | -2.7% | -22.5% | +19.8% | +8.2% |
| 6M | -7.5% | -37.2% | +29.7% | +13.1% |
| YTD | +38.3% | -44.2% | +82.5% | +79.2% |
| 1Y | +81.8% | -46.6% | +128.5% | +141.2% |
| 3Y | -30.2% | -12.5% | -17.7% | -28.4% |
| 5Y | +59.9% | -19.3% | +79.3% | +66.5% |
| 10Y | -41.9% | +67.5% | -109.4% | -55.1% |
| All | -42.0% | +1,694.2% | -1,736.1% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling