+51.8%
RIOT vs PCAR
+31.0%
+20.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.4% | +15.6% | +15.5% |
| 7D | +30.4% | +0.1% | +30.4% | +30.0% |
| 30D | -9.9% | -4.6% | -5.3% | -6.5% |
| 3M | -21.2% | -22.6% | +1.4% | +0.8% |
| 6M | -29.5% | -12.0% | -17.5% | -21.4% |
| YTD | +31.9% | -6.1% | +38.0% | +37.9% |
| 1Y | -3.6% | +6.3% | -10.0% | -12.2% |
| 3Y | +51.8% | +31.8% | +20.0% | +45.3% |
| All | +51.8% | +31.0% | +20.8% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling