+1.7%
PPL vs RIO
+29.3%
-27.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.1% |
| 7D | +1.8% | -1.6% | +3.4% | +1.7% |
| 30D | +8.4% | -11.6% | +20.0% | +8.1% |
| 3M | +2.4% | -12.7% | +15.1% | +2.1% |
| 6M | -4.0% | -12.4% | +8.4% | -4.1% |
| YTD | +4.5% | +11.0% | -6.5% | +1.9% |
| 1Y | +1.7% | +30.8% | -29.1% | -5.1% |
| All | +1.7% | +29.3% | -27.6% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling