+633.5%
RIOT vs PCAR
+320.2%
+313.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.7% | +2.0% | +2.6% |
| 7D | +49.2% | +2.9% | +46.2% | +45.5% |
| 30D | +4.6% | -2.1% | +6.7% | +6.1% |
| 3M | -13.9% | -20.4% | +6.4% | +3.4% |
| 6M | -26.7% | -7.0% | -19.7% | -23.0% |
| YTD | +39.4% | -2.6% | +42.0% | +41.8% |
| 1Y | +3.8% | +9.8% | -6.0% | -4.8% |
| 3Y | +73.0% | +37.3% | +35.7% | +35.8% |
| 5Y | -55.7% | +116.4% | -172.1% | -75.2% |
| 10Y | +685.8% | +293.0% | +392.9% | +202.4% |
| All | +633.5% | +320.2% | +313.3% | +179.8% |
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