+99.2%
PSA vs RIO
+604.6%
-505.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.8% |
| 7D | -3.6% | -3.4% | -0.3% | -3.0% |
| 30D | -9.4% | +0.6% | -10.0% | -9.6% |
| 3M | -8.2% | +2.5% | -10.7% | -8.9% |
| 6M | -1.8% | +10.8% | -12.6% | -4.3% |
| YTD | +15.7% | +30.5% | -14.7% | +9.1% |
| 1Y | +6.3% | +68.1% | -61.9% | -4.9% |
| 3Y | +21.6% | +94.0% | -72.5% | +5.2% |
| 5Y | +13.5% | +92.0% | -78.6% | -3.0% |
| All | +99.2% | +604.6% | -505.4% | +29.4% |
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