-41.5%
RIG vs PSA
+9,816.4%
-9,857.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +9.5% | -8.2% | +17.7% | +12.3% |
| 3M | -6.6% | -2.1% | -4.5% | -6.4% |
| 6M | -2.9% | -0.2% | -2.7% | -3.7% |
| YTD | +39.5% | +18.5% | +21.0% | +31.2% |
| 1Y | +82.3% | +6.6% | +75.7% | +76.8% |
| 3Y | -29.6% | +24.5% | -54.0% | -35.6% |
| 5Y | +63.2% | +13.6% | +49.6% | +52.4% |
| 10Y | -45.0% | +102.0% | -146.9% | -58.5% |
| All | -41.5% | +9,816.4% | -9,857.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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