0.0%
PPL vs RIO
+29.6%
-29.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.2% |
| 7D | -1.2% | +4.4% | -5.6% | -1.1% |
| 30D | +4.2% | -8.9% | +13.1% | +4.0% |
| 3M | +1.5% | -12.7% | +14.2% | +1.2% |
| 6M | +1.0% | -16.2% | +17.3% | +0.8% |
| YTD | +4.4% | +13.4% | -9.0% | +2.0% |
| All | 0.0% | +29.6% | -29.5% | -5.3% |
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 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