+73.7%
RIO vs PFG
+51.4%
+22.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | 0.0% | +5.5% | -5.6% | -1.5% |
| 30D | +4.0% | +2.4% | +1.6% | +3.3% |
| 3M | +0.1% | +13.6% | -13.4% | -4.4% |
| 6M | +12.7% | +27.9% | -15.2% | +2.5% |
| YTD | +35.6% | +35.6% | 0.0% | +21.0% |
| 1Y | +73.7% | +48.5% | +25.2% | +54.0% |
| All | +73.7% | +51.4% | +22.3% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling