+45.3%
RIO vs PCOR
-10.0%
+55.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -0.1% | +23.7% | -23.8% | -2.5% |
| 30D | -13.3% | +39.0% | -52.3% | -16.5% |
| 3M | -16.3% | +35.8% | -52.0% | -19.3% |
| 6M | -15.4% | +38.2% | -53.7% | -19.0% |
| YTD | +9.2% | +3.9% | +5.2% | +7.7% |
| 1Y | +26.5% | +5.7% | +20.8% | +24.4% |
| 3Y | +49.9% | +44.8% | +5.1% | +38.3% |
| 5Y | +93.9% | -19.8% | +113.7% | +80.3% |
| All | +45.3% | -10.0% | +55.3% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling