+527.2%
RIOT vs PCAR
+357.6%
+169.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.6% |
| 7D | +25.1% | 0.0% | +25.1% | +25.2% |
| 30D | +8.5% | -7.7% | +16.2% | +16.5% |
| 3M | -13.4% | +3.7% | -17.1% | -16.0% |
| 6M | +57.1% | +2.3% | +54.8% | +55.2% |
| YTD | +75.7% | +12.8% | +62.9% | +59.2% |
| 1Y | +65.6% | +27.8% | +37.9% | +34.0% |
| 3Y | +103.3% | +61.8% | +41.5% | +39.9% |
| 5Y | -26.7% | +168.2% | -194.9% | -66.0% |
| 10Y | +527.2% | +359.1% | +168.1% | +103.9% |
| All | +527.2% | +357.6% | +169.6% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling