-46.1%
RIG vs PR
+152.6%
-198.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.6% |
| 7D | -24.5% | -16.4% | -8.1% | -16.0% |
| 30D | -2.8% | -1.9% | -0.9% | -1.2% |
| 3M | +1.6% | +8.0% | -6.4% | -2.2% |
| 6M | -15.9% | +4.1% | -20.0% | -17.5% |
| YTD | +26.9% | +58.7% | -31.8% | -1.8% |
| 1Y | +34.4% | +75.8% | -41.5% | -1.9% |
| 3Y | -21.2% | +73.2% | -94.4% | -40.1% |
| 5Y | +46.4% | +230.1% | -183.8% | -21.5% |
| 10Y | -45.8% | +67.4% | -113.2% | -64.9% |
| All | -46.1% | +152.6% | -198.6% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling