+47.7%
RIO vs PCOR
-9.2%
+56.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +3.6% | +20.7% | -17.1% | +1.4% |
| 30D | -10.8% | +35.7% | -46.5% | -13.9% |
| 3M | -15.2% | +31.1% | -46.3% | -18.0% |
| 6M | -18.0% | +43.1% | -61.1% | -21.7% |
| YTD | +11.0% | +4.8% | +6.1% | +9.4% |
| 1Y | +26.4% | -3.7% | +30.0% | +26.0% |
| 3Y | +54.4% | +46.5% | +7.8% | +42.3% |
| 5Y | +98.1% | -17.3% | +115.4% | +83.6% |
| All | +47.7% | -9.2% | +56.9% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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