+103.5%
RIO vs PFGC
+111.7%
-8.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +1.0% | -3.7% | +4.7% | +1.8% |
| 30D | +4.0% | -16.0% | +20.0% | +7.9% |
| 3M | +4.5% | -4.1% | +8.7% | +5.2% |
| 6M | +17.3% | +8.7% | +8.6% | +14.6% |
| YTD | +36.2% | +6.4% | +29.8% | +33.2% |
| 1Y | +76.1% | -8.4% | +84.5% | +77.7% |
| 3Y | +102.5% | +61.8% | +40.8% | +76.3% |
| 5Y | +103.5% | +108.7% | -5.2% | +63.0% |
| All | +103.5% | +111.7% | -8.1% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling