+52.3%
PNC vs RIO
+90.3%
-38.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.1% | +2.2% |
| 7D | -0.9% | -3.4% | +2.5% | +0.1% |
| 30D | -4.4% | +0.6% | -5.0% | -4.8% |
| 3M | +5.3% | +2.5% | +2.7% | +4.0% |
| 6M | +19.6% | +10.8% | +8.8% | +14.3% |
| YTD | +19.1% | +30.5% | -11.3% | +7.2% |
| 1Y | +24.3% | +68.1% | -43.8% | +2.2% |
| 3Y | +132.2% | +94.0% | +38.2% | +78.6% |
| 5Y | +52.3% | +92.0% | -39.7% | +12.2% |
| All | +52.3% | +90.3% | -38.0% | +12.2% |
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