-45.9%
RIG vs PTC
+866.2%
-912.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +4.3% | +0.8% | +3.5% | +4.1% |
| 30D | -5.8% | +1.2% | -7.0% | -6.0% |
| 3M | -6.7% | +32.6% | -39.3% | -12.3% |
| 6M | -18.7% | +36.1% | -54.7% | -24.4% |
| YTD | +28.8% | +12.7% | +16.2% | +23.6% |
| 1Y | +28.8% | +10.2% | +18.7% | +24.1% |
| 3Y | -20.0% | +29.4% | -49.4% | -25.1% |
| 5Y | +56.0% | +61.1% | -5.1% | +40.2% |
| 10Y | -48.7% | +317.1% | -365.8% | -60.3% |
| All | -45.9% | +866.2% | -912.1% | -69.5% |
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