+619.6%
RIOT vs PCAR
+288.5%
+331.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.0% |
| 7D | +4.8% | +4.9% | -0.1% | +0.7% |
| 30D | +16.0% | -1.4% | +17.5% | +17.1% |
| 3M | -8.8% | -18.1% | +9.3% | +7.5% |
| 6M | -29.7% | -4.0% | -25.7% | -28.0% |
| YTD | +38.3% | -1.5% | +39.7% | +39.2% |
| 1Y | +26.2% | +13.2% | +13.0% | +12.1% |
| 3Y | +79.0% | +35.8% | +43.2% | +40.1% |
| 5Y | -60.4% | +114.6% | -175.0% | -78.3% |
| All | +619.6% | +288.5% | +331.1% | +177.6% |
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