+87.7%
RIO vs PNR
-14.2%
+102.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -3.9% |
| 7D | -3.4% | -5.5% | +2.1% | -2.0% |
| 30D | +0.6% | -15.6% | +16.1% | +4.7% |
| 3M | +2.5% | -20.2% | +22.7% | +7.5% |
| 6M | +10.8% | -36.6% | +47.4% | +23.5% |
| YTD | +30.5% | -45.0% | +75.5% | +50.1% |
| 1Y | +68.1% | -47.4% | +115.6% | +95.9% |
| All | +87.7% | -14.2% | +102.0% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling