+60.2%
RIO vs PTC
+30.6%
+29.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +4.4% | +0.8% | +3.6% | +4.4% |
| 30D | -8.9% | +0.7% | -9.6% | -8.9% |
| 3M | -12.7% | +32.6% | -45.3% | -14.7% |
| 6M | -16.2% | +33.6% | -49.8% | -18.0% |
| YTD | +13.4% | +12.4% | +1.0% | +14.5% |
| 1Y | +30.9% | +11.2% | +19.7% | +32.4% |
| 3Y | +60.2% | +31.7% | +28.5% | +35.1% |
| All | +60.2% | +30.6% | +29.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling