+168.1%
PM vs RIO
+94.1%
+74.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -5.2% | +2.2% | -7.5% | -5.5% |
| 30D | +2.7% | -10.1% | +12.8% | +3.9% |
| 3M | +6.1% | -14.1% | +20.3% | +7.8% |
| 6M | +18.0% | -18.9% | +36.9% | +20.6% |
| YTD | +26.6% | +9.9% | +16.7% | +23.5% |
| 1Y | +36.7% | +27.0% | +9.7% | +30.4% |
| 3Y | +146.0% | +50.1% | +95.9% | +125.9% |
| All | +168.1% | +94.1% | +74.0% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling