+124.3%
PM vs RIO
+104.4%
+19.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.4% |
| 30D | -2.6% | +5.0% | -7.5% | -2.9% |
| 3M | +5.8% | +5.1% | +0.7% | +5.6% |
| 6M | +10.6% | +17.6% | -7.1% | +8.9% |
| YTD | +17.2% | +36.3% | -19.1% | +13.9% |
| 1Y | +17.6% | +71.2% | -53.5% | +11.6% |
| 3Y | +124.3% | +102.7% | +21.5% | +101.1% |
| All | +124.3% | +104.4% | +19.8% | +101.1% |
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 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