+619.2%
RIO vs PTC
+196.2%
+423.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.8% |
| 7D | +1.0% | -13.6% | +14.5% | +4.8% |
| 30D | +4.0% | -14.7% | +18.7% | +8.1% |
| 3M | +4.5% | -5.9% | +10.4% | +5.0% |
| 6M | +17.3% | -21.1% | +38.5% | +23.4% |
| YTD | +36.2% | -26.0% | +62.2% | +45.3% |
| 1Y | +76.1% | -36.8% | +113.0% | +96.8% |
| 3Y | +102.5% | -10.3% | +112.8% | +98.1% |
| 5Y | +103.5% | +1.2% | +102.4% | +87.7% |
| 10Y | +619.2% | +198.3% | +420.9% | +303.4% |
| All | +619.2% | +196.2% | +423.0% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling