+2.9%
PCG vs RIO
+70.7%
-67.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.6% |
| 7D | +5.4% | +1.9% | +3.5% | +5.2% |
| 30D | -15.1% | +5.0% | -20.1% | -15.3% |
| 3M | -9.8% | +5.1% | -14.9% | -10.0% |
| 6M | -18.0% | +17.6% | -35.6% | -19.2% |
| YTD | -7.2% | +36.3% | -43.5% | -8.0% |
| 1Y | +2.9% | +71.2% | -68.3% | +3.8% |
| All | +2.9% | +70.7% | -67.8% | +3.8% |
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 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