+30.8%
RIO vs PNR
-31.2%
+62.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.3% | +0.3% | +3.1% |
| 7D | -1.6% | +11.9% | -13.5% | -3.2% |
| 30D | -11.6% | +37.1% | -48.7% | -15.8% |
| 3M | -12.7% | +5.7% | -18.4% | -13.2% |
| 6M | -12.4% | -5.7% | -6.7% | -11.0% |
| YTD | +11.0% | -29.8% | +40.8% | +16.6% |
| 1Y | +30.8% | -31.8% | +62.6% | +39.0% |
| All | +30.8% | -31.2% | +62.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling