-42.2%
RIG vs PTC
+205.0%
-247.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.5% |
| 7D | -3.1% | -7.3% | +4.2% | +0.6% |
| 30D | -0.5% | -11.6% | +11.1% | +5.3% |
| 3M | -6.0% | +10.5% | -16.4% | -12.3% |
| 6M | -10.1% | -17.8% | +7.7% | -3.3% |
| YTD | +37.3% | -24.9% | +62.2% | +53.9% |
| 1Y | +73.9% | -36.8% | +110.8% | +114.0% |
| 3Y | -30.2% | -8.7% | -21.4% | -31.4% |
| 5Y | +62.5% | +4.1% | +58.4% | +45.6% |
| All | -42.2% | +205.0% | -247.2% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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