+805.4%
RIOT vs PCG
-74.3%
+879.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.7% |
| 7D | +14.8% | -13.9% | +28.7% | +17.2% |
| 30D | +1.4% | -16.9% | +18.3% | +4.3% |
| 3M | -20.6% | -14.7% | -5.9% | -18.8% |
| 6M | +31.9% | -23.8% | +55.7% | +37.6% |
| YTD | +72.1% | -10.5% | +82.6% | +74.1% |
| 1Y | +65.7% | -5.1% | +70.8% | +65.7% |
| 3Y | +97.5% | -11.6% | +109.1% | +99.9% |
| 5Y | -36.7% | +59.0% | -95.7% | -40.9% |
| 10Y | +550.1% | -75.7% | +625.9% | +755.4% |
| All | +805.4% | -74.3% | +879.7% | +1,215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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