+6,084.9%
RIO vs PTC
+5,261.6%
+823.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.5% | +1.4% |
| 7D | 0.0% | -10.3% | +10.2% | +1.8% |
| 30D | +4.0% | +1.1% | +2.8% | +3.6% |
| 3M | +0.1% | +1.6% | -1.5% | -0.8% |
| 6M | +12.7% | -13.5% | +26.2% | +14.4% |
| YTD | +35.6% | -19.1% | +54.6% | +38.8% |
| 1Y | +73.7% | -33.9% | +107.6% | +84.0% |
| 3Y | +93.3% | -3.9% | +97.2% | +90.3% |
| 5Y | +92.4% | +6.0% | +86.4% | +84.0% |
| 10Y | +606.9% | +223.7% | +383.2% | +447.9% |
| All | +6,084.9% | +5,261.6% | +823.3% | +3,381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling