+805.4%
RIOT vs PCAR
+395.6%
+409.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | +14.8% | -0.5% | +15.3% | +15.5% |
| 30D | +1.4% | -6.2% | +7.6% | +7.3% |
| 3M | -20.6% | +5.9% | -26.5% | -24.2% |
| 6M | +31.9% | +0.4% | +31.5% | +32.7% |
| YTD | +72.1% | +14.8% | +57.2% | +54.0% |
| 1Y | +65.7% | +30.1% | +35.6% | +32.7% |
| 3Y | +97.5% | +66.7% | +30.8% | +34.1% |
| 5Y | -36.7% | +166.1% | -202.8% | -69.8% |
| 10Y | +550.1% | +353.7% | +196.5% | +122.2% |
| All | +805.4% | +395.6% | +409.8% | +203.9% |
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 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