-49.6%
RIG vs PR
+66.7%
-116.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -0.7% |
| 7D | -17.0% | -12.4% | -4.6% | -10.2% |
| 30D | -6.2% | -6.6% | +0.4% | -2.0% |
| 3M | -1.7% | +7.5% | -9.2% | -5.2% |
| 6M | -19.2% | +10.8% | -30.0% | -23.4% |
| YTD | +25.2% | +57.0% | -31.8% | -2.8% |
| 1Y | +29.9% | +67.9% | -38.0% | -2.9% |
| 3Y | -21.3% | +87.6% | -108.9% | -42.9% |
| 5Y | +40.5% | +220.4% | -179.9% | -24.1% |
| 10Y | -49.6% | +64.8% | -114.4% | -68.1% |
| All | -49.6% | +66.7% | -116.3% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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