+2,085.6%
PPL vs RIO
+4,852.5%
-2,766.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.7% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | +5.4% | -10.1% | +15.6% | +7.3% |
| 3M | +4.3% | -14.1% | +18.4% | +6.8% |
| 6M | -1.3% | -18.9% | +17.6% | +1.7% |
| YTD | +4.7% | +9.9% | -5.2% | +2.0% |
| 1Y | +1.3% | +27.0% | -25.7% | -3.8% |
| 3Y | +57.2% | +50.1% | +7.1% | +43.7% |
| 5Y | +48.2% | +95.3% | -47.0% | +27.4% |
| 10Y | +62.7% | +425.9% | -363.1% | +15.2% |
| All | +2,085.6% | +4,852.5% | -2,766.9% | +964.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling