-26.7%
RIOT vs PCOR
-43.2%
+16.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +4.2% |
| 7D | +25.1% | -6.9% | +32.1% | +31.0% |
| 30D | +8.5% | -1.5% | +10.0% | +8.0% |
| 3M | -13.4% | +18.5% | -31.8% | -26.7% |
| 6M | +57.1% | -4.7% | +61.8% | +47.2% |
| YTD | +75.7% | -22.8% | +98.5% | +88.4% |
| 1Y | +65.6% | -20.7% | +86.4% | +70.5% |
| 3Y | +103.3% | -14.6% | +117.8% | +84.9% |
| 5Y | -26.7% | -40.7% | +14.0% | -18.1% |
| All | -26.7% | -43.2% | +16.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 5y: compounded portfolio wealth divided by compounded PCOR 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…
5y analysis · Full analysis span regression · 6 months rolling