+6,118.4%
RIO vs PNR
+3,619.0%
+2,499.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +1.7% |
| 7D | +1.9% | -3.0% | +5.0% | +3.3% |
| 30D | +5.0% | -14.9% | +19.9% | +12.3% |
| 3M | +5.1% | -19.0% | +24.2% | +13.7% |
| 6M | +17.6% | -35.9% | +53.6% | +40.3% |
| YTD | +36.3% | -43.1% | +79.4% | +70.2% |
| 1Y | +71.2% | -46.4% | +117.6% | +119.0% |
| 3Y | +102.7% | -10.8% | +113.5% | +101.0% |
| 5Y | +99.6% | -18.9% | +118.4% | +99.7% |
| 10Y | +603.1% | +64.4% | +538.7% | +390.6% |
| All | +6,118.4% | +3,619.0% | +2,499.4% | +2,542.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling