+659.2%
RIOT vs PCAR
+331.1%
+328.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | -0.9% |
| 7D | +18.9% | +2.2% | +16.7% | +16.6% |
| 30D | +11.0% | +0.3% | +10.7% | +10.3% |
| 3M | -9.7% | -17.9% | +8.2% | +5.7% |
| 6M | -27.9% | -3.4% | -24.5% | -26.5% |
| YTD | +44.3% | -0.1% | +44.4% | +43.7% |
| 1Y | +13.3% | +13.4% | -0.2% | +1.0% |
| 3Y | +76.4% | +37.2% | +39.2% | +38.3% |
| 5Y | -53.8% | +117.3% | -171.1% | -74.3% |
| 10Y | +670.6% | +295.0% | +375.7% | +193.4% |
| All | +659.2% | +331.1% | +328.1% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling