+67.5%
PFE vs RIOT
+711.2%
-643.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +13.2% | -14.9% | -1.8% |
| 7D | -3.7% | +30.4% | -34.1% | -4.1% |
| 30D | +5.0% | -9.9% | +14.8% | +5.0% |
| 3M | +12.2% | -21.2% | +33.4% | +12.4% |
| 6M | +14.6% | -29.5% | +44.1% | +14.8% |
| YTD | +24.1% | +31.9% | -7.8% | +22.9% |
| 1Y | +26.6% | -3.6% | +30.2% | +25.8% |
| 3Y | +14.3% | +51.8% | -37.5% | +11.3% |
| 5Y | -21.9% | -46.9% | +25.0% | -24.1% |
| 10Y | +62.6% | +677.5% | -614.9% | +42.6% |
| All | +67.5% | +711.2% | -643.7% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling