+1,632.9%
PBR vs RIO
+2,477.3%
-844.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.2% |
| 7D | +2.5% | +1.9% | +0.5% | +1.2% |
| 30D | +19.4% | +5.0% | +14.4% | +15.5% |
| 3M | +20.8% | +5.1% | +15.7% | +15.7% |
| 6M | +23.5% | +17.6% | +5.9% | +8.0% |
| YTD | +83.4% | +36.3% | +47.1% | +44.7% |
| 1Y | +77.6% | +71.2% | +6.4% | +19.8% |
| 3Y | +99.9% | +102.7% | -2.9% | +17.0% |
| 5Y | +567.7% | +99.6% | +468.1% | +276.7% |
| 10Y | +621.5% | +603.1% | +18.4% | +78.8% |
| All | +1,632.9% | +2,477.3% | -844.5% | +183.1% |
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