+63.2%
RIG vs PTC
+1.8%
+61.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +1.0% |
| 7D | -2.7% | -12.8% | +10.1% | +3.4% |
| 30D | +9.5% | -9.8% | +19.3% | +14.3% |
| 3M | -6.6% | -2.1% | -4.6% | -7.5% |
| 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% | +127.5% |
| 3Y | -29.6% | -7.2% | -22.4% | -32.2% |
| 5Y | +63.2% | +2.7% | +60.5% | +46.3% |
| All | +63.2% | +1.8% | +61.3% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling