+359.1%
PCAR vs RIO
+600.2%
-241.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | 0.0% | +1.9% | -1.9% | -0.7% |
| 30D | -7.7% | +5.0% | -12.7% | -9.5% |
| 3M | +3.7% | +5.1% | -1.4% | +1.4% |
| 6M | +2.3% | +17.6% | -15.3% | -4.5% |
| YTD | +12.8% | +36.3% | -23.5% | -0.8% |
| 1Y | +27.8% | +71.2% | -43.4% | +2.7% |
| 3Y | +61.8% | +102.7% | -40.9% | +19.6% |
| 5Y | +168.2% | +99.6% | +68.6% | +91.6% |
| 10Y | +359.1% | +603.1% | -244.0% | +81.8% |
| All | +359.1% | +600.2% | -241.1% | +81.8% |
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