+247.0%
PLD vs RIO
+377.7%
-130.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.8% | +2.2% | -3.0% | -1.5% |
| 30D | -0.3% | -10.1% | +9.9% | +2.9% |
| 3M | -8.0% | -14.1% | +6.1% | -4.0% |
| 6M | -9.8% | -18.9% | +9.1% | -4.7% |
| YTD | +1.8% | +9.9% | -8.1% | -2.7% |
| 1Y | +5.6% | +27.0% | -21.4% | -3.7% |
| 3Y | +33.3% | +50.1% | -16.8% | +14.1% |
| 5Y | +0.3% | +95.3% | -95.0% | -22.7% |
| All | +247.0% | +377.7% | -130.8% | +108.4% |
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