-58.4%
RIOT vs PFG
+92.7%
-151.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -2.3% |
| 7D | +4.8% | +2.4% | +2.5% | +2.3% |
| 30D | +16.0% | +5.9% | +10.2% | +8.8% |
| 3M | -8.8% | -0.4% | -8.3% | -8.9% |
| 6M | -29.7% | +14.8% | -44.5% | -41.5% |
| YTD | +38.3% | +31.9% | +6.4% | -2.5% |
| 1Y | +26.2% | +38.8% | -12.6% | -16.7% |
| 3Y | +79.0% | +82.4% | -3.4% | -12.1% |
| All | -58.4% | +92.7% | -151.1% | -80.5% |
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