+98.9%
RIO vs PTC
+55.4%
+43.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +4.4% | +0.8% | +3.6% | +4.3% |
| 30D | -8.9% | +0.7% | -9.6% | -8.9% |
| 3M | -12.7% | +32.6% | -45.3% | -16.7% |
| 6M | -16.2% | +33.6% | -49.8% | -20.4% |
| YTD | +13.4% | +12.4% | +1.0% | +11.6% |
| 1Y | +30.9% | +11.2% | +19.7% | +29.1% |
| 3Y | +60.2% | +31.7% | +28.5% | +47.0% |
| 5Y | +98.9% | +60.1% | +38.9% | +71.1% |
| All | +98.9% | +55.4% | +43.5% | +71.1% |
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 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