-32.1%
RIOT vs PENG
+115.2%
-147.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.4% | -3.3% | 0.0% |
| 7D | +14.8% | +4.5% | +10.3% | +12.5% |
| 30D | +1.4% | -7.1% | +8.5% | +4.0% |
| 3M | -20.6% | -27.3% | +6.6% | -12.8% |
| 6M | +31.9% | +169.6% | -137.7% | -28.7% |
| YTD | +72.1% | +164.6% | -92.6% | -6.7% |
| 1Y | +65.7% | +109.5% | -43.8% | -0.2% |
| 3Y | +97.5% | +98.9% | -1.5% | +0.3% |
| All | -32.1% | +115.2% | -147.3% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling