-18.8%
RIG vs PTC
+29.2%
-48.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.7% |
| 30D | -5.2% | +0.9% | -6.1% | -5.4% |
| 3M | -8.6% | +30.4% | -39.0% | -16.9% |
| 6M | -18.9% | +34.4% | -53.3% | -27.1% |
| YTD | +28.6% | +12.6% | +16.0% | +25.5% |
| 1Y | +25.5% | +10.2% | +15.3% | +23.9% |
| All | -18.8% | +29.2% | -48.0% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling