+812.6%
PH vs RIO
+605.0%
+207.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | -10.3% | +4.0% | -14.3% | -12.2% |
| 3M | +5.1% | +4.5% | +0.5% | +2.1% |
| 6M | +2.3% | +17.3% | -15.0% | -7.2% |
| YTD | +8.7% | +36.2% | -27.5% | -9.4% |
| 1Y | +26.8% | +76.1% | -49.4% | -8.1% |
| 3Y | +139.2% | +102.5% | +36.7% | +57.3% |
| 5Y | +251.1% | +103.5% | +147.6% | +118.2% |
| 10Y | +812.6% | +619.2% | +193.4% | +192.3% |
| All | +812.6% | +605.0% | +207.6% | +192.3% |
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 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