+2,645.0%
PEP vs RIO
+5,009.8%
-2,364.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | +1.0% | +4.4% | -3.4% | +0.5% |
| 30D | +12.6% | -8.9% | +21.5% | +13.9% |
| 3M | +3.1% | -12.7% | +15.8% | +4.8% |
| 6M | -6.3% | -16.2% | +9.9% | -4.5% |
| YTD | +1.9% | +13.4% | -11.5% | -0.5% |
| 1Y | +3.3% | +30.9% | -27.6% | -1.0% |
| 3Y | -4.8% | +60.2% | -65.0% | -11.8% |
| 5Y | +2.0% | +98.9% | -96.9% | -9.4% |
| 10Y | +80.3% | +381.4% | -301.1% | +39.7% |
| All | +2,645.0% | +5,009.8% | -2,364.8% | +1,170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling