+1,248.2%
PANW vs RIO
+608.6%
+639.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -0.8% | -3.2% | +2.4% | +0.1% |
| 30D | -14.6% | +0.9% | -15.5% | -15.0% |
| 3M | +18.3% | -1.4% | +19.7% | +18.4% |
| 6M | +100.5% | +10.9% | +89.5% | +93.3% |
| YTD | +79.5% | +31.2% | +48.3% | +63.9% |
| 1Y | +66.7% | +67.9% | -1.2% | +41.2% |
| 3Y | +161.2% | +88.8% | +72.4% | +110.2% |
| 5Y | +322.2% | +93.1% | +229.1% | +228.4% |
| All | +1,248.2% | +608.6% | +639.6% | +670.0% |
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