+710.0%
PH vs RIO
+364.8%
+345.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +6.9% | +0.5% | +6.4% | +6.6% |
| 30D | +1.7% | -9.9% | +11.6% | +6.9% |
| 3M | -8.1% | -14.0% | +5.9% | -1.4% |
| 6M | +11.5% | -19.5% | +31.0% | +22.6% |
| YTD | +11.4% | +11.5% | -0.2% | +2.2% |
| 1Y | +14.1% | +26.9% | -12.8% | -2.3% |
| 3Y | +138.2% | +55.1% | +83.1% | +79.1% |
| 5Y | +216.0% | +90.7% | +125.3% | +99.8% |
| 10Y | +710.0% | +363.3% | +346.6% | +226.8% |
| All | +710.0% | +364.8% | +345.2% | +226.8% |
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 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