+130.1%
PNC vs RIO
+87.1%
+43.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.1% | +2.0% |
| 7D | -0.9% | -3.4% | +2.5% | -0.1% |
| 30D | -4.4% | +0.6% | -5.0% | -4.7% |
| 3M | +5.3% | +2.5% | +2.7% | +4.3% |
| 6M | +19.6% | +10.8% | +8.8% | +14.8% |
| YTD | +19.1% | +30.5% | -11.3% | +8.0% |
| 1Y | +24.3% | +68.1% | -43.8% | +3.2% |
| All | +130.1% | +87.1% | +43.0% | +76.5% |
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 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