+28.2%
PH vs RIO
+73.7%
-45.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.1% | 0.0% | -3.0% | -3.1% |
| 30D | -3.2% | +4.0% | -7.2% | -4.1% |
| 3M | +10.6% | +0.1% | +10.5% | +10.3% |
| 6M | -2.1% | +12.7% | -14.8% | -5.9% |
| YTD | +10.2% | +35.6% | -25.4% | +1.4% |
| 1Y | +28.2% | +73.7% | -45.5% | +12.7% |
| All | +28.2% | +73.7% | -45.5% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling