+287.1%
PCAR vs RIO
+354.4%
-67.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +4.9% | -0.9% | +5.9% | +5.3% |
| 30D | -1.4% | -9.1% | +7.7% | +2.1% |
| 3M | -18.1% | -13.7% | -4.5% | -13.8% |
| 6M | -4.0% | -24.3% | +20.3% | +5.8% |
| YTD | -1.5% | +8.9% | -10.3% | -6.0% |
| 1Y | +13.2% | +22.7% | -9.5% | +3.2% |
| 3Y | +35.8% | +51.2% | -15.4% | +12.1% |
| 5Y | +114.6% | +88.1% | +26.5% | +55.0% |
| All | +287.1% | +354.4% | -67.3% | +82.7% |
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