-20.3%
RIOT vs PCAR
+12.4%
-32.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.0% | +5.6% | +6.5% |
| 7D | +6.4% | +3.7% | +2.7% | +3.5% |
| 30D | -20.4% | -2.9% | -17.5% | -18.9% |
| 3M | -28.7% | -21.7% | -7.0% | -12.7% |
| 6M | -17.7% | -6.6% | -11.1% | -13.5% |
| YTD | +21.3% | -2.2% | +23.6% | +25.4% |
| 1Y | -20.3% | +12.2% | -32.5% | -25.7% |
| All | -20.3% | +12.4% | -32.7% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 1y: compounded portfolio wealth divided by compounded PCAR 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…
1y analysis · Full analysis span regression · 6 months rolling