+345.8%
RIO vs PFGC
+351.0%
-5.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -0.9% | +3.4% | -4.3% | -1.6% |
| 30D | -9.1% | +16.9% | -26.0% | -12.0% |
| 3M | -13.7% | +6.4% | -20.1% | -14.9% |
| 6M | -24.3% | +16.0% | -40.3% | -26.8% |
| YTD | +8.9% | +23.6% | -14.7% | +3.6% |
| 1Y | +22.7% | +16.6% | +6.1% | +18.0% |
| 3Y | +51.2% | +82.3% | -31.1% | +31.8% |
| 5Y | +88.1% | +138.7% | -50.6% | +53.2% |
| All | +345.8% | +351.0% | -5.2% | +227.9% |
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