+358.5%
RIO vs PTC
+315.4%
+43.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.2% |
| 7D | +3.6% | +1.3% | +2.3% | +3.3% |
| 30D | -10.8% | +1.1% | -11.9% | -11.0% |
| 3M | -15.2% | +30.1% | -45.4% | -21.7% |
| 6M | -18.0% | +34.0% | -52.0% | -25.5% |
| YTD | +11.0% | +12.8% | -1.8% | +5.2% |
| 1Y | +26.4% | +10.7% | +15.6% | +20.4% |
| 3Y | +54.4% | +29.6% | +24.7% | +36.6% |
| 5Y | +98.1% | +63.5% | +34.5% | +59.5% |
| 10Y | +358.5% | +316.7% | +41.9% | +149.4% |
| All | +358.5% | +315.4% | +43.2% | +149.4% |
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