+95.8%
RIO vs PTC
+6.0%
+89.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.5% | +1.5% |
| 7D | 0.0% | -10.3% | +10.2% | +1.8% |
| 30D | +4.0% | +1.1% | +2.8% | +3.5% |
| 3M | +0.1% | +1.6% | -1.5% | -0.7% |
| 6M | +12.7% | -13.5% | +26.2% | +15.5% |
| YTD | +35.6% | -19.1% | +54.6% | +40.8% |
| 1Y | +73.7% | -33.9% | +107.6% | +89.6% |
| 3Y | +93.3% | -3.9% | +97.2% | +86.2% |
| All | +95.8% | +6.0% | +89.8% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling