+90.7%
RIO vs PCOR
-15.7%
+106.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.3% |
| 7D | +0.5% | +2.5% | -2.1% | +0.2% |
| 30D | -9.9% | +37.9% | -47.8% | -13.2% |
| 3M | -14.0% | +32.0% | -46.0% | -17.0% |
| 6M | -19.5% | +54.7% | -74.3% | -24.0% |
| YTD | +11.5% | +6.6% | +5.0% | +9.8% |
| 1Y | +26.9% | -1.7% | +28.6% | +26.4% |
| 3Y | +55.1% | +49.0% | +6.2% | +41.9% |
| 5Y | +90.7% | -12.5% | +103.2% | +78.1% |
| All | +90.7% | -15.7% | +106.4% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling