+6,113.0%
RIO vs PPG
+2,194.5%
+3,918.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.3% |
| 7D | +1.0% | -3.7% | +4.7% | +3.1% |
| 30D | +4.0% | -7.2% | +11.2% | +8.5% |
| 3M | +4.5% | -7.3% | +11.9% | +8.4% |
| 6M | +17.3% | +0.3% | +17.1% | +15.8% |
| YTD | +36.2% | +6.5% | +29.6% | +29.1% |
| 1Y | +76.1% | +0.5% | +75.6% | +71.7% |
| 3Y | +102.5% | -15.3% | +117.8% | +113.7% |
| 5Y | +103.5% | -22.9% | +126.4% | +117.4% |
| 10Y | +619.2% | +28.4% | +590.8% | +434.0% |
| All | +6,113.0% | +2,194.5% | +3,918.5% | +1,554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling