+79.0%
RIOT vs PEGA
+46.3%
+32.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -3.0% | -2.0% |
| 7D | +4.8% | +0.1% | +4.8% | +4.8% |
| 30D | +16.0% | -4.1% | +20.2% | +16.6% |
| 3M | -8.8% | -2.8% | -6.0% | -9.0% |
| 6M | -29.7% | -0.4% | -29.3% | -31.4% |
| YTD | +38.3% | -45.4% | +83.7% | +58.5% |
| 1Y | +26.2% | -42.6% | +68.8% | +42.4% |
| 3Y | +79.0% | +45.4% | +33.5% | +44.8% |
| All | +79.0% | +46.3% | +32.6% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling