-22.2%
PFE vs RIO
+97.3%
-119.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | +3.8% | +5.0% | -1.1% | +3.1% |
| 3M | +10.4% | +5.1% | +5.2% | +9.4% |
| 6M | +6.3% | +17.6% | -11.4% | +3.2% |
| YTD | +17.4% | +36.3% | -18.9% | +11.3% |
| 1Y | +21.1% | +71.2% | -50.0% | +10.6% |
| 3Y | -1.6% | +102.7% | -104.3% | -13.0% |
| 5Y | -22.2% | +99.6% | -121.7% | -29.5% |
| All | -22.2% | +97.3% | -119.5% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling