+485.8%
RIOT vs PEG
+148.0%
+337.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | +5.7% | -3.7% | +9.4% | +7.5% |
| 3M | -17.9% | -7.3% | -10.6% | -14.8% |
| 6M | +45.0% | -10.5% | +55.4% | +52.3% |
| YTD | +69.5% | -7.5% | +77.0% | +75.2% |
| 1Y | +37.2% | -8.7% | +45.9% | +42.7% |
| 3Y | +111.7% | +31.4% | +80.4% | +93.0% |
| 5Y | -27.5% | +37.8% | -65.3% | -34.9% |
| All | +485.8% | +148.0% | +337.8% | +347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling