+2,684.8%
PEP vs RIO
+4,925.9%
-2,241.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +1.0% |
| 30D | +13.6% | -9.9% | +23.5% | +15.1% |
| 3M | +5.1% | -14.0% | +19.1% | +7.0% |
| 6M | -1.6% | -19.5% | +17.9% | +0.8% |
| YTD | +3.3% | +11.5% | -8.2% | +1.2% |
| 1Y | +3.2% | +26.9% | -23.7% | -0.7% |
| 3Y | -3.9% | +55.1% | -59.0% | -10.6% |
| 5Y | +4.0% | +90.7% | -86.6% | -7.1% |
| 10Y | +90.1% | +363.3% | -273.2% | +48.0% |
| All | +2,684.8% | +4,925.9% | -2,241.0% | +1,191.2% |
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