+36,918.4%
PGR vs RIO
+5,812.5%
+31,105.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.6% | -3.2% | +2.6% | +0.1% |
| 30D | +4.9% | +0.9% | +4.0% | +4.6% |
| 3M | +7.6% | -1.4% | +9.1% | +7.5% |
| 6M | +8.3% | +10.9% | -2.7% | +4.7% |
| YTD | +1.7% | +31.2% | -29.5% | -5.6% |
| 1Y | -6.8% | +67.9% | -74.8% | -18.4% |
| 3Y | +73.4% | +88.8% | -15.3% | +45.6% |
| 5Y | +161.2% | +93.1% | +68.1% | +113.1% |
| 10Y | +819.5% | +593.0% | +226.5% | +435.2% |
| All | +36,918.4% | +5,812.5% | +31,105.9% | +12,207.3% |
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