+584.5%
RIO vs PNR
+66.2%
+518.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -3.2% | -6.0% | +2.8% | -0.7% |
| 30D | +0.9% | -14.0% | +14.9% | +7.3% |
| 3M | -1.4% | -21.7% | +20.3% | +7.8% |
| 6M | +10.9% | -37.3% | +48.2% | +33.0% |
| YTD | +31.2% | -45.1% | +76.3% | +65.6% |
| 1Y | +67.9% | -49.1% | +117.0% | +118.8% |
| 3Y | +88.8% | -14.8% | +103.6% | +87.9% |
| 5Y | +93.1% | -21.0% | +114.1% | +94.5% |
| All | +584.5% | +66.2% | +518.4% | +315.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling