-21.0%
PCG vs RIO
+49.3%
-70.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -1.6% | +2.2% | -3.8% | -2.0% |
| 30D | +1.4% | -10.1% | +11.5% | +3.4% |
| 3M | -23.4% | -14.1% | -9.3% | -21.2% |
| 6M | -19.4% | -18.9% | -0.5% | -16.4% |
| YTD | -18.5% | +9.9% | -28.4% | -21.2% |
| 1Y | -19.5% | +27.0% | -46.5% | -24.9% |
| 3Y | -21.0% | +50.1% | -71.1% | -31.7% |
| All | -21.0% | +49.3% | -70.3% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling