-75.2%
PCG vs RIO
+600.2%
-675.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +5.4% | +1.9% | +3.5% | +4.9% |
| 30D | -15.1% | +5.0% | -20.1% | -16.2% |
| 3M | -9.8% | +5.1% | -14.9% | -11.2% |
| 6M | -18.0% | +17.6% | -35.6% | -22.0% |
| YTD | -7.2% | +36.3% | -43.5% | -15.6% |
| 1Y | +2.9% | +71.2% | -68.3% | -12.3% |
| 3Y | -11.1% | +102.7% | -113.8% | -28.6% |
| 5Y | +61.8% | +99.6% | -37.8% | +27.0% |
| 10Y | -75.2% | +603.1% | -678.3% | -85.3% |
| All | -75.2% | +600.2% | -675.4% | -85.3% |
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