+140.8%
PH vs RIO
+104.4%
+36.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | -10.8% | +5.0% | -15.8% | -12.3% |
| 3M | +8.5% | +5.1% | +3.3% | +6.3% |
| 6M | +3.9% | +17.6% | -13.7% | -3.1% |
| YTD | +9.4% | +36.3% | -26.9% | -4.3% |
| 1Y | +26.8% | +71.2% | -44.4% | +0.5% |
| 3Y | +140.8% | +102.7% | +38.1% | +71.8% |
| All | +140.8% | +104.4% | +36.4% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling