+2,409.5%
RIO vs PFG
+1,015.3%
+1,394.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +1.1% |
| 7D | 0.0% | +5.5% | -5.6% | -2.6% |
| 30D | +4.0% | +2.4% | +1.6% | +2.6% |
| 3M | +0.1% | +13.6% | -13.4% | -6.1% |
| 6M | +12.7% | +27.9% | -15.2% | +0.3% |
| YTD | +35.6% | +35.6% | 0.0% | +17.2% |
| 1Y | +73.7% | +48.5% | +25.2% | +43.6% |
| 3Y | +93.3% | +66.9% | +26.4% | +48.4% |
| 5Y | +92.4% | +111.0% | -18.5% | +30.0% |
| 10Y | +606.9% | +244.5% | +362.5% | +252.9% |
| All | +2,409.5% | +1,015.3% | +1,394.2% | +621.3% |
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