+609.1%
RIOT vs PENG
+755.0%
-145.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +25.1% | +7.8% | +17.3% | +21.3% |
| 30D | +8.5% | -12.2% | +20.7% | +13.8% |
| 3M | -13.4% | -20.6% | +7.3% | -8.8% |
| 6M | +57.1% | +180.9% | -123.8% | -5.7% |
| YTD | +75.7% | +162.3% | -86.6% | +8.3% |
| 1Y | +65.6% | +107.3% | -41.6% | +11.7% |
| 3Y | +103.3% | +110.8% | -7.5% | +17.0% |
| 5Y | -26.7% | +117.8% | -144.6% | -58.0% |
| All | +609.1% | +755.0% | -145.9% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling