+80.3%
PEP vs RIOT
+670.6%
-590.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.3% | +0.3% |
| 7D | +1.0% | +49.2% | -48.1% | +0.7% |
| 30D | +12.6% | +4.6% | +8.0% | +12.6% |
| 3M | +3.1% | -13.9% | +17.1% | +3.2% |
| 6M | -6.3% | -26.7% | +20.4% | -6.2% |
| YTD | +1.9% | +39.4% | -37.5% | +1.0% |
| 1Y | +3.3% | +3.8% | -0.5% | +2.7% |
| 3Y | -4.8% | +73.0% | -77.8% | -7.1% |
| 5Y | +2.0% | -55.7% | +57.7% | 0.0% |
| 10Y | +80.3% | +685.8% | -605.5% | +66.7% |
| All | +80.3% | +670.6% | -590.2% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 10y: compounded portfolio wealth divided by compounded RIOT 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…
10y analysis · Full analysis span regression · 6 months rolling