-50.0%
RIG vs PPL
+65.8%
-115.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | -2.6% | -1.0% | -1.6% | -2.0% |
| 30D | -5.2% | +3.0% | -8.2% | -7.3% |
| 3M | -8.6% | +1.1% | -9.7% | -9.9% |
| 6M | -18.9% | -0.8% | -18.2% | -19.7% |
| YTD | +28.6% | +3.5% | +25.1% | +23.3% |
| 1Y | +25.5% | -0.9% | +26.4% | +23.9% |
| 3Y | -20.2% | +54.2% | -74.4% | -44.3% |
| 5Y | +53.9% | +46.3% | +7.6% | +10.8% |
| All | -50.0% | +65.8% | -115.8% | -62.9% |
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