+26.4%
RIO vs PTC
+10.9%
+15.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.1% |
| 7D | +3.6% | +1.3% | +2.3% | +3.6% |
| 30D | -10.8% | +1.1% | -11.9% | -10.8% |
| 3M | -15.2% | +30.1% | -45.4% | -14.4% |
| 6M | -18.0% | +34.0% | -52.0% | -16.6% |
| YTD | +11.0% | +12.8% | -1.8% | +14.5% |
| 1Y | +26.4% | +10.7% | +15.6% | +30.7% |
| All | +26.4% | +10.9% | +15.4% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling