-50.0%
RIG vs PPL
+65.0%
-115.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +4.3% | -2.2% | +6.5% | +5.8% |
| 30D | -5.8% | +1.7% | -7.5% | -7.2% |
| 3M | -6.7% | +0.1% | -6.8% | -7.4% |
| 6M | -18.7% | -1.5% | -17.1% | -19.0% |
| YTD | +28.8% | +3.0% | +25.9% | +23.9% |
| 1Y | +28.8% | -1.4% | +30.3% | +27.6% |
| 3Y | -20.0% | +53.5% | -73.5% | -44.1% |
| 5Y | +56.0% | +46.4% | +9.6% | +12.1% |
| All | -50.0% | +65.0% | -115.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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