+103.5%
RIO vs PFG
+109.8%
-6.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +1.0% | +3.2% | -2.3% | -0.5% |
| 30D | +4.0% | +0.9% | +3.1% | +3.4% |
| 3M | +4.5% | +7.7% | -3.2% | +0.9% |
| 6M | +17.3% | +29.0% | -11.6% | +5.0% |
| YTD | +36.2% | +32.5% | +3.7% | +20.2% |
| 1Y | +76.1% | +47.3% | +28.8% | +48.3% |
| 3Y | +102.5% | +68.2% | +34.3% | +56.5% |
| 5Y | +103.5% | +108.5% | -5.0% | +35.5% |
| All | +103.5% | +109.8% | -6.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling