-29.3%
RIOT vs PEG
+35.4%
-64.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.3% |
| 30D | +3.5% | -2.8% | +6.3% | +5.5% |
| 3M | -13.0% | -6.9% | -6.1% | -8.4% |
| 6M | +43.1% | -11.4% | +54.5% | +55.1% |
| YTD | +65.4% | -7.4% | +72.7% | +73.3% |
| 1Y | +27.7% | -8.3% | +36.0% | +34.7% |
| 3Y | +91.3% | +31.5% | +59.8% | +63.3% |
| 5Y | -29.3% | +38.0% | -67.2% | -37.2% |
| All | -29.3% | +35.4% | -64.7% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling