+1,831.6%
PWR vs RIO
+354.4%
+1,477.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +11.3% | -0.9% | +12.2% | +11.9% |
| 30D | -8.9% | -9.1% | +0.2% | -5.0% |
| 3M | -10.5% | -13.7% | +3.2% | -4.8% |
| 6M | -22.2% | -24.3% | +2.2% | -12.4% |
| YTD | +42.7% | +8.9% | +33.9% | +36.4% |
| 1Y | +41.1% | +22.7% | +18.5% | +28.0% |
| 3Y | +242.7% | +51.2% | +191.6% | +178.1% |
| 5Y | +418.5% | +88.1% | +330.4% | +263.4% |
| All | +1,831.6% | +354.4% | +1,477.2% | +826.4% |
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