+91.5%
RIO vs PPG
-24.1%
+115.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -3.2% | -6.2% | +3.0% | -0.6% |
| 30D | +0.9% | -7.9% | +8.9% | +4.4% |
| 3M | -1.4% | -10.2% | +8.8% | +2.6% |
| 6M | +10.9% | +2.7% | +8.3% | +9.0% |
| YTD | +31.2% | +4.9% | +26.3% | +27.4% |
| 1Y | +67.9% | -3.2% | +71.1% | +68.0% |
| 3Y | +88.8% | -17.0% | +105.8% | +98.7% |
| All | +91.5% | -24.1% | +115.6% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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