-42.2%
RIG vs PPG
+26.9%
-69.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.0% |
| 7D | -3.1% | -6.2% | +3.2% | +0.9% |
| 30D | -0.5% | -7.9% | +7.4% | +4.6% |
| 3M | -6.0% | -10.2% | +4.2% | -1.0% |
| 6M | -10.1% | +2.7% | -12.8% | -15.8% |
| YTD | +37.3% | +4.9% | +32.4% | +26.9% |
| 1Y | +73.9% | -3.2% | +77.1% | +68.5% |
| 3Y | -30.2% | -17.0% | -13.2% | -26.3% |
| 5Y | +62.5% | -23.3% | +85.8% | +73.5% |
| All | -42.2% | +26.9% | -69.1% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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