+76.6%
PEP vs RIOT
+576.5%
-499.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.6% |
| 7D | +0.1% | +25.1% | -25.0% | -0.1% |
| 30D | +0.7% | +8.5% | -7.8% | +0.5% |
| 3M | -0.5% | -13.4% | +12.8% | -0.5% |
| 6M | -11.3% | +57.1% | -68.5% | -12.0% |
| YTD | -0.6% | +75.7% | -76.3% | -1.6% |
| 1Y | +1.7% | +65.6% | -64.0% | +0.5% |
| 3Y | -12.5% | +103.3% | -115.8% | -14.7% |
| 5Y | +3.9% | -26.7% | +30.6% | +1.2% |
| 10Y | +76.6% | +527.2% | -450.6% | +58.4% |
| All | +76.6% | +576.5% | -499.9% | +58.4% |
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