+20.3%
PSA vs RIO
+95.3%
-75.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.2% | +1.0% | -3.2% | -2.5% |
| 30D | -9.6% | +4.0% | -13.6% | -10.4% |
| 3M | -7.9% | +4.5% | -12.4% | -9.0% |
| 6M | -2.0% | +17.3% | -19.3% | -6.6% |
| YTD | +15.7% | +36.2% | -20.4% | +5.4% |
| 1Y | +5.8% | +76.1% | -70.4% | -10.9% |
| All | +20.3% | +95.3% | -75.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling