+66.6%
PFE vs RIOT
+757.3%
-690.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.6% |
| 7D | -4.7% | +49.2% | -53.9% | -5.2% |
| 30D | +3.4% | +4.6% | -1.2% | +3.2% |
| 3M | +9.2% | -13.9% | +23.2% | +9.3% |
| 6M | +15.8% | -26.7% | +42.5% | +16.0% |
| YTD | +23.4% | +39.4% | -15.9% | +22.1% |
| 1Y | +25.8% | +3.8% | +22.0% | +25.0% |
| 3Y | +17.8% | +73.0% | -55.1% | +14.5% |
| 5Y | -20.2% | -55.7% | +35.5% | -22.2% |
| 10Y | +49.6% | +685.8% | -636.3% | +31.2% |
| All | +66.6% | +757.3% | -690.7% | +46.5% |
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