+6.3%
PSA vs RIO
+67.4%
-61.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.6% |
| 7D | -3.6% | -3.4% | -0.3% | -3.2% |
| 30D | -9.4% | +0.6% | -10.0% | -9.5% |
| 3M | -8.2% | +2.5% | -10.7% | -8.5% |
| 6M | -1.8% | +10.8% | -12.6% | -4.6% |
| YTD | +15.7% | +30.5% | -14.7% | +9.8% |
| 1Y | +6.3% | +68.1% | -61.9% | 0.0% |
| All | +6.3% | +67.4% | -61.1% | 0.0% |
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