+805.4%
RIOT vs PEGA
+203.8%
+601.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.6% |
| 7D | +14.8% | +3.3% | +11.5% | +13.0% |
| 30D | +1.4% | +17.7% | -16.4% | -7.4% |
| 3M | -20.6% | +5.8% | -26.4% | -26.4% |
| 6M | +31.9% | -20.3% | +52.1% | +39.8% |
| YTD | +72.1% | -37.1% | +109.2% | +104.1% |
| 1Y | +65.7% | -30.2% | +95.9% | +81.3% |
| 3Y | +97.5% | +48.1% | +49.4% | +18.3% |
| 5Y | -36.7% | -46.8% | +10.1% | -28.6% |
| 10Y | +550.1% | +191.3% | +358.8% | +455.4% |
| All | +805.4% | +203.8% | +601.6% | +797.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling