+49.6%
PFE vs RIO
+392.9%
-343.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -1.2% |
| 7D | -4.7% | +4.4% | -9.1% | -5.5% |
| 30D | +3.4% | -8.9% | +12.2% | +5.2% |
| 3M | +9.2% | -12.7% | +21.9% | +12.0% |
| 6M | +15.8% | -16.2% | +32.0% | +19.4% |
| YTD | +23.4% | +13.4% | +10.0% | +19.2% |
| 1Y | +25.8% | +30.9% | -5.1% | +17.9% |
| 3Y | +17.8% | +60.2% | -42.3% | +4.8% |
| 5Y | -20.2% | +98.9% | -119.1% | -33.6% |
| 10Y | +49.6% | +381.4% | -331.8% | +5.4% |
| All | +49.6% | +392.9% | -343.3% | +5.4% |
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