-13.1%
PEP vs RIO
+100.4%
-113.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | +4.0% | -3.7% | 0.0% |
| 3M | -1.1% | +0.1% | -1.2% | -0.9% |
| 6M | -13.5% | +12.7% | -26.2% | -14.6% |
| YTD | -1.2% | +35.6% | -36.7% | -4.4% |
| 1Y | -1.6% | +73.7% | -75.2% | -7.6% |
| All | -13.1% | +100.4% | -113.5% | -22.1% |
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