+836.5%
PM vs RIO
+166.5%
+670.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -7.1% | +0.5% | -7.6% | -7.2% |
| 30D | -2.8% | -9.9% | +7.1% | -1.0% |
| 3M | +6.3% | -14.0% | +20.4% | +9.1% |
| 6M | +9.6% | -19.5% | +29.2% | +13.4% |
| YTD | +25.6% | +11.5% | +14.1% | +21.7% |
| 1Y | +29.7% | +26.9% | +2.7% | +22.6% |
| 3Y | +147.6% | +55.1% | +92.4% | +122.8% |
| 5Y | +160.1% | +90.7% | +69.4% | +121.3% |
| 10Y | +260.9% | +363.3% | -102.4% | +154.4% |
| All | +836.5% | +166.5% | +670.0% | +497.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling