+1,269.9%
PAAS vs RIO
+3,783.5%
-2,513.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +6.8% | +4.0% | +2.8% | +5.2% |
| 3M | -2.9% | +0.1% | -3.0% | -2.2% |
| 6M | -16.4% | +12.7% | -29.1% | -19.8% |
| YTD | 0.0% | +35.6% | -35.5% | -11.4% |
| 1Y | +54.3% | +73.7% | -19.4% | +22.8% |
| 3Y | +230.7% | +93.3% | +137.4% | +152.0% |
| 5Y | +111.6% | +92.4% | +19.2% | +58.8% |
| 10Y | +211.7% | +606.9% | -395.2% | +28.4% |
| All | +1,269.9% | +3,783.5% | -2,513.6% | +275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling