-40.5%
RIG vs PTC
+594.3%
-634.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.0% | +3.2% | -1.7% |
| 7D | +0.9% | -10.3% | +11.1% | +2.9% |
| 30D | +13.8% | +1.1% | +12.7% | +13.4% |
| 3M | -6.4% | +1.6% | -8.0% | -7.3% |
| 6M | -8.2% | -13.5% | +5.3% | -6.4% |
| YTD | +41.6% | -19.1% | +60.7% | +45.8% |
| 1Y | +88.7% | -33.9% | +122.6% | +101.7% |
| 3Y | -30.9% | -3.9% | -26.9% | -31.0% |
| 5Y | +57.7% | +6.0% | +51.6% | +54.2% |
| 10Y | -39.3% | +223.7% | -263.0% | -50.2% |
| All | -40.5% | +594.3% | -634.8% | -64.0% |
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