-58.4%
RIOT vs PENG
+56.5%
-114.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.7% | +0.9% |
| 7D | +4.8% | +13.2% | -8.4% | -1.8% |
| 30D | +16.0% | -29.9% | +46.0% | +34.4% |
| 3M | -8.8% | -22.2% | +13.4% | -2.1% |
| 6M | -29.7% | -1.9% | -27.8% | -38.1% |
| YTD | +38.3% | +142.1% | -103.8% | -25.8% |
| 1Y | +26.2% | +151.5% | -125.3% | -33.6% |
| 3Y | +79.0% | +206.9% | -128.0% | -27.9% |
| All | -58.4% | +56.5% | -114.9% | -79.0% |
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