-43.7%
RIG vs PTC
+864.9%
-908.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.3% | +4.2% |
| 7D | +5.7% | +0.5% | +5.2% | +5.6% |
| 30D | -0.7% | +1.2% | -1.9% | -0.9% |
| 3M | -3.1% | +27.4% | -30.5% | -8.3% |
| 6M | -16.3% | +39.2% | -55.5% | -22.5% |
| YTD | +34.1% | +12.5% | +21.6% | +28.7% |
| 1Y | +38.2% | +12.3% | +25.9% | +32.6% |
| 3Y | -15.3% | +28.8% | -44.1% | -20.7% |
| 5Y | +62.5% | +60.9% | +1.6% | +46.0% |
| 10Y | -46.6% | +316.6% | -363.2% | -58.7% |
| All | -43.7% | +864.9% | -908.6% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling