-45.0%
RIG vs PPL
+55.2%
-100.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -2.7% | +1.8% | -4.5% | -3.8% |
| 30D | +9.5% | -1.1% | +10.6% | +10.0% |
| 3M | -6.6% | 0.0% | -6.7% | -7.2% |
| 6M | -2.9% | -7.6% | +4.7% | +1.2% |
| YTD | +39.5% | +1.7% | +37.7% | +35.9% |
| 1Y | +82.3% | +1.5% | +80.8% | +77.6% |
| 3Y | -29.6% | +55.3% | -84.8% | -51.1% |
| 5Y | +63.2% | +37.7% | +25.5% | +23.6% |
| 10Y | -45.0% | +54.0% | -99.0% | -61.0% |
| All | -45.0% | +55.2% | -100.2% | -61.0% |
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