+18,433.7%
PSA vs RIO
+6,008.3%
+12,425.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.7% | 0.0% | -3.6% | -3.7% |
| 30D | -7.7% | +4.0% | -11.7% | -8.6% |
| 3M | -0.6% | +0.1% | -0.7% | -1.0% |
| 6M | -0.9% | +12.7% | -13.6% | -4.1% |
| YTD | +18.7% | +35.6% | -16.9% | +10.0% |
| 1Y | +7.6% | +73.7% | -66.1% | -5.8% |
| 3Y | +23.7% | +93.3% | -69.6% | +4.8% |
| 5Y | +13.7% | +92.4% | -78.8% | -5.5% |
| 10Y | +98.9% | +606.9% | -508.1% | +16.9% |
| All | +18,433.7% | +6,008.3% | +12,425.4% | +7,597.1% |
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