-42.0%
RIG vs PPG
+1,235.2%
-1,277.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.4% |
| 7D | -8.2% | -3.7% | -4.5% | -6.3% |
| 30D | -0.2% | -7.2% | +7.0% | +3.9% |
| 3M | -2.7% | -7.3% | +4.6% | -0.1% |
| 6M | -7.5% | +0.3% | -7.7% | -10.9% |
| YTD | +38.3% | +6.5% | +31.7% | +28.8% |
| 1Y | +81.8% | +0.5% | +81.3% | +73.7% |
| 3Y | -30.2% | -15.3% | -14.9% | -27.4% |
| 5Y | +59.9% | -22.9% | +82.8% | +69.3% |
| 10Y | -41.9% | +28.4% | -70.3% | -52.5% |
| All | -42.0% | +1,235.2% | -1,277.1% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling