+88.8%
RIO vs PSLV
+165.9%
-77.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.2% | -3.5% | +0.3% | -2.1% |
| 30D | +0.9% | -2.1% | +3.1% | +1.6% |
| 3M | -1.4% | -1.6% | +0.2% | -1.2% |
| 6M | +10.9% | -25.5% | +36.4% | +20.3% |
| YTD | +31.2% | -11.4% | +42.6% | +28.9% |
| 1Y | +67.9% | +48.6% | +19.3% | +34.9% |
| 3Y | +88.8% | +166.9% | -78.1% | +21.1% |
| All | +88.8% | +165.9% | -77.1% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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