+411.1%
PWR vs RIO
+90.3%
+320.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +11.3% | -0.9% | +12.2% | +11.8% |
| 30D | -8.9% | -9.1% | +0.2% | -5.6% |
| 3M | -10.5% | -13.7% | +3.2% | -5.8% |
| 6M | -22.2% | -24.3% | +2.2% | -14.4% |
| YTD | +42.7% | +8.9% | +33.9% | +38.6% |
| 1Y | +41.1% | +22.7% | +18.5% | +31.7% |
| 3Y | +242.7% | +51.2% | +191.6% | +194.2% |
| All | +411.1% | +90.3% | +320.8% | +284.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling