+12,327.6%
PCAR vs RIO
+4,852.5%
+7,475.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.7% |
| 7D | +0.1% | +2.2% | -2.2% | -0.7% |
| 30D | -4.6% | -10.1% | +5.6% | -1.0% |
| 3M | -22.6% | -14.1% | -8.4% | -18.6% |
| 6M | -12.0% | -18.9% | +6.9% | -5.9% |
| YTD | -6.1% | +9.9% | -16.0% | -10.2% |
| 1Y | +6.3% | +27.0% | -20.7% | -3.4% |
| 3Y | +31.8% | +50.1% | -18.3% | +11.1% |
| 5Y | +104.2% | +95.3% | +8.9% | +52.0% |
| 10Y | +302.9% | +425.9% | -123.0% | +103.6% |
| All | +12,327.6% | +4,852.5% | +7,475.1% | +3,131.4% |
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