+81.4%
PEP vs RIO
+605.6%
-524.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +0.7% | +5.0% | -4.3% | -0.1% |
| 3M | -0.5% | +5.1% | -5.7% | -1.5% |
| 6M | -11.3% | +17.6% | -28.9% | -14.0% |
| YTD | -0.6% | +36.3% | -36.9% | -6.1% |
| 1Y | +1.7% | +71.2% | -69.5% | -7.8% |
| 3Y | -12.5% | +102.7% | -115.2% | -23.6% |
| 5Y | +3.9% | +99.6% | -95.7% | -10.9% |
| All | +81.4% | +605.6% | -524.2% | +23.3% |
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