+19.0%
PM vs RIO
+67.4%
-48.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.1% |
| 7D | +1.9% | -3.4% | +5.3% | +1.8% |
| 30D | +1.9% | +0.6% | +1.3% | +1.9% |
| 3M | +4.6% | +2.5% | +2.1% | +5.0% |
| 6M | +11.7% | +10.8% | +0.9% | +11.1% |
| YTD | +20.4% | +30.5% | -10.1% | +22.3% |
| 1Y | +19.0% | +68.1% | -49.2% | +23.8% |
| All | +19.0% | +67.4% | -48.4% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling