+196.2%
PAAS vs RIO
+354.4%
-158.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -8.9% | -0.9% | -8.0% | -8.3% |
| 30D | -11.4% | -9.1% | -2.3% | -5.7% |
| 3M | -20.4% | -13.7% | -6.8% | -12.2% |
| 6M | -40.7% | -24.3% | -16.4% | -28.6% |
| YTD | -26.9% | +8.9% | -35.8% | -28.0% |
| 1Y | -3.1% | +22.7% | -25.7% | -10.5% |
| 3Y | +199.3% | +51.2% | +148.1% | +148.3% |
| 5Y | +48.3% | +88.1% | -39.8% | +8.2% |
| All | +196.2% | +354.4% | -158.2% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling