-46.7%
RIG vs PPL
+1,230.4%
-1,277.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +3.0% |
| 7D | -24.5% | +0.4% | -24.9% | -24.7% |
| 30D | -2.8% | +5.4% | -8.2% | -5.5% |
| 3M | +1.6% | +4.3% | -2.7% | -1.0% |
| 6M | -15.9% | -1.3% | -14.6% | -16.2% |
| YTD | +26.9% | +4.7% | +22.2% | +22.5% |
| 1Y | +34.4% | +1.3% | +33.1% | +31.9% |
| 3Y | -21.2% | +57.2% | -78.4% | -38.9% |
| 5Y | +46.4% | +48.2% | -1.9% | +16.9% |
| 10Y | -45.8% | +62.7% | -108.5% | -58.2% |
| All | -46.7% | +1,230.4% | -1,277.2% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling