+824.5%
RIOT vs PEG
+126.3%
+698.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +25.1% | +1.0% | +24.1% | +24.6% |
| 30D | +8.5% | -1.9% | +10.4% | +9.5% |
| 3M | -13.4% | -3.7% | -9.7% | -11.8% |
| 6M | +57.1% | -9.4% | +66.6% | +64.1% |
| YTD | +75.7% | -6.0% | +81.7% | +80.3% |
| 1Y | +65.6% | -4.4% | +70.0% | +68.7% |
| 3Y | +103.3% | +33.5% | +69.8% | +83.9% |
| 5Y | -26.7% | +35.7% | -62.5% | -34.1% |
| 10Y | +527.2% | +140.4% | +386.8% | +362.9% |
| All | +824.5% | +126.3% | +698.2% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling