-29.6%
RIG vs PTC
-8.0%
-21.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.5% |
| 7D | -2.7% | -12.8% | +10.1% | +2.1% |
| 30D | +9.5% | -9.8% | +19.3% | +13.3% |
| 3M | -6.6% | -2.1% | -4.6% | -7.0% |
| 6M | -2.9% | -18.1% | +15.2% | +5.2% |
| YTD | +39.5% | -23.5% | +63.0% | +55.6% |
| 1Y | +82.3% | -37.4% | +119.6% | +128.1% |
| 3Y | -29.6% | -7.2% | -22.4% | -33.6% |
| All | -29.6% | -8.0% | -21.6% | -33.6% |
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