+117.7%
RIOT vs PFG
+67.4%
+50.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | +0.1% |
| 7D | +18.4% | +3.2% | +15.2% | +14.7% |
| 30D | +13.8% | +0.9% | +12.8% | +12.6% |
| 3M | -12.7% | +7.7% | -20.5% | -20.8% |
| 6M | +50.1% | +29.0% | +21.2% | +10.6% |
| YTD | +74.2% | +32.5% | +41.7% | +22.5% |
| 1Y | +45.1% | +47.3% | -2.2% | -12.6% |
| All | +117.7% | +67.4% | +50.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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