+27.7%
RIOT vs PEGA
-37.1%
+64.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.0% | -7.0% | -5.0% |
| 7D | -0.9% | -5.3% | +4.4% | -1.0% |
| 30D | +3.5% | +8.3% | -4.8% | +3.8% |
| 3M | -13.0% | +8.9% | -21.9% | -11.8% |
| 6M | +43.1% | -19.7% | +62.8% | +55.1% |
| YTD | +65.4% | -39.9% | +105.3% | +79.9% |
| 1Y | +27.7% | -36.4% | +64.1% | +40.8% |
| All | +27.7% | -37.1% | +64.9% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling