-5.1%
PCG vs RIO
+73.7%
-78.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -13.9% | 0.0% | -13.8% | -13.8% |
| 30D | -16.9% | +4.0% | -20.8% | -17.0% |
| 3M | -14.7% | +0.1% | -14.9% | -14.6% |
| 6M | -23.8% | +12.7% | -36.5% | -24.9% |
| YTD | -10.5% | +35.6% | -46.1% | -11.3% |
| 1Y | -5.1% | +73.7% | -78.8% | -3.9% |
| All | -5.1% | +73.7% | -78.9% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling