-29.3%
RIOT vs PFG
+108.9%
-138.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.8% | -5.9% | -6.0% |
| 7D | -0.9% | -3.0% | +2.1% | +2.3% |
| 30D | +3.5% | +2.5% | +1.0% | +0.7% |
| 3M | -13.0% | +6.1% | -19.1% | -19.6% |
| 6M | +43.1% | +31.3% | +11.8% | +3.8% |
| YTD | +65.4% | +33.6% | +31.8% | +16.0% |
| 1Y | +27.7% | +48.5% | -20.8% | -22.3% |
| 3Y | +91.3% | +69.6% | +21.7% | +3.7% |
| 5Y | -29.3% | +111.5% | -140.7% | -69.2% |
| All | -29.3% | +108.9% | -138.2% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling