+3,573.2%
PFE vs RIO
+6,008.3%
-2,435.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | +10.2% | +4.0% | +6.3% | +9.5% |
| 3M | +12.7% | +0.1% | +12.6% | +12.5% |
| 6M | +10.5% | +12.7% | -2.2% | +7.9% |
| YTD | +20.2% | +35.6% | -15.4% | +13.6% |
| 1Y | +24.1% | +73.7% | -49.6% | +12.3% |
| 3Y | -3.6% | +93.3% | -96.9% | -14.8% |
| 5Y | -20.9% | +92.4% | -113.3% | -31.2% |
| 10Y | +35.8% | +606.9% | -571.1% | -7.0% |
| All | +3,573.2% | +6,008.3% | -2,435.0% | +1,642.8% |
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