+240.3%
PLD vs RIO
+600.2%
-359.9%
-43.3%
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% | +0.7% |
| 7D | -0.9% | +1.9% | -2.8% | -1.4% |
| 30D | -1.2% | +5.0% | -6.2% | -2.7% |
| 3M | -2.3% | +5.1% | -7.4% | -4.1% |
| 6M | +4.5% | +17.6% | -13.1% | -1.3% |
| YTD | +10.1% | +36.3% | -26.2% | -1.1% |
| 1Y | +25.9% | +71.2% | -45.3% | +5.1% |
| 3Y | +24.4% | +102.7% | -78.3% | -2.3% |
| 5Y | +15.5% | +99.6% | -84.1% | -11.1% |
| 10Y | +240.3% | +603.1% | -362.8% | +76.1% |
| All | +240.3% | +600.2% | -359.9% | +76.1% |
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