+824.5%
RIOT vs PFG
+327.3%
+497.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.2% |
| 7D | +25.1% | +6.0% | +19.1% | +20.0% |
| 30D | +8.5% | +2.2% | +6.3% | +6.8% |
| 3M | -13.4% | +10.4% | -23.7% | -20.3% |
| 6M | +57.1% | +27.8% | +29.4% | +29.5% |
| YTD | +75.7% | +33.6% | +42.0% | +38.9% |
| 1Y | +65.6% | +49.3% | +16.3% | +19.2% |
| 3Y | +103.3% | +69.7% | +33.6% | +39.1% |
| 5Y | -26.7% | +111.3% | -138.1% | -54.7% |
| 10Y | +527.2% | +240.3% | +286.9% | +195.4% |
| All | +824.5% | +327.3% | +497.1% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling