-15.3%
RIG vs PPL
+55.5%
-70.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +4.0% |
| 7D | +5.7% | -0.4% | +6.1% | +5.8% |
| 30D | -0.7% | +2.6% | -3.4% | -1.1% |
| 3M | -3.1% | +0.8% | -4.0% | -3.2% |
| 6M | -16.3% | +1.4% | -17.7% | -16.5% |
| YTD | +34.1% | +4.3% | +29.8% | +33.3% |
| 1Y | +38.2% | +0.8% | +37.4% | +38.3% |
| 3Y | -15.3% | +57.9% | -73.2% | -27.2% |
| All | -15.3% | +55.5% | -70.8% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling