+1,915.7%
RIO vs PFG
+985.4%
+930.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.9% | +2.4% | -3.3% | -2.0% |
| 30D | -9.1% | +5.9% | -15.0% | -11.5% |
| 3M | -13.7% | -0.4% | -13.2% | -13.9% |
| 6M | -24.3% | +14.8% | -39.2% | -29.6% |
| YTD | +8.9% | +31.9% | -23.0% | -5.0% |
| 1Y | +22.7% | +38.8% | -16.1% | +4.5% |
| 3Y | +51.2% | +82.4% | -31.2% | +11.2% |
| 5Y | +88.1% | +94.7% | -6.6% | +31.6% |
| 10Y | +352.3% | +187.0% | +165.3% | +144.3% |
| All | +1,915.7% | +985.4% | +930.4% | +485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling