+580.6%
RIO vs PFG
+247.4%
+333.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.6% |
| 7D | -3.4% | -3.0% | -0.4% | -2.1% |
| 30D | +0.6% | +2.5% | -1.9% | -0.8% |
| 3M | +2.5% | +6.1% | -3.5% | -0.7% |
| 6M | +10.8% | +31.3% | -20.5% | -2.7% |
| YTD | +30.5% | +33.6% | -3.1% | +13.4% |
| 1Y | +68.1% | +48.5% | +19.6% | +38.8% |
| 3Y | +94.0% | +69.6% | +24.4% | +47.1% |
| 5Y | +92.0% | +111.5% | -19.5% | +28.0% |
| All | +580.6% | +247.4% | +333.2% | +189.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling