+51.8%
RIOT vs PENG
+184.4%
-132.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +12.4% | +0.8% | +7.9% |
| 7D | +30.4% | -19.4% | +49.9% | +40.9% |
| 30D | -9.9% | -42.4% | +32.5% | +11.8% |
| 3M | -21.2% | -25.6% | +4.4% | -14.1% |
| 6M | -29.5% | +7.3% | -36.8% | -39.8% |
| YTD | +31.9% | +113.9% | -82.0% | -18.9% |
| 1Y | -3.6% | +93.6% | -97.2% | -38.1% |
| 3Y | +51.8% | +170.2% | -118.4% | -29.7% |
| All | +51.8% | +184.4% | -132.6% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling