+55.1%
PPL vs RIO
+606.7%
-551.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +0.5% | +4.0% | -3.5% | -0.4% |
| 3M | +0.7% | +0.1% | +0.5% | +0.4% |
| 6M | -7.6% | +12.7% | -20.3% | -10.4% |
| YTD | +1.8% | +35.6% | -33.7% | -5.3% |
| 1Y | -0.8% | +73.7% | -74.4% | -12.7% |
| 3Y | +56.9% | +93.3% | -36.4% | +33.1% |
| 5Y | +39.5% | +92.4% | -52.9% | +15.9% |
| All | +55.1% | +606.7% | -551.6% | -1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling