+53.9%
RIG vs PTC
+62.1%
-8.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.8% |
| 30D | -5.2% | +0.9% | -6.1% | -5.5% |
| 3M | -8.6% | +30.4% | -39.0% | -19.6% |
| 6M | -18.9% | +34.4% | -53.3% | -30.4% |
| YTD | +28.6% | +12.6% | +16.0% | +20.0% |
| 1Y | +25.5% | +10.2% | +15.3% | +18.4% |
| 3Y | -20.2% | +29.4% | -49.5% | -33.8% |
| 5Y | +53.9% | +63.7% | -9.8% | +9.9% |
| All | +53.9% | +62.1% | -8.2% | +9.9% |
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 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