+580.6%
RIO vs PFGC
+294.6%
+286.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | -3.4% | -4.8% | +1.5% | -2.4% |
| 30D | +0.6% | -17.2% | +17.8% | +4.2% |
| 3M | +2.5% | -6.3% | +8.9% | +3.6% |
| 6M | +10.8% | +8.8% | +2.0% | +8.7% |
| YTD | +30.5% | +4.9% | +25.5% | +28.5% |
| 1Y | +68.1% | -9.5% | +77.6% | +70.1% |
| 3Y | +94.0% | +59.6% | +34.4% | +74.1% |
| 5Y | +92.0% | +113.5% | -21.5% | +60.0% |
| All | +580.6% | +294.6% | +286.0% | +416.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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