+805.4%
RIOT vs PFGC
+318.0%
+487.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | +14.8% | -2.2% | +17.0% | +15.8% |
| 30D | +1.4% | -11.9% | +13.3% | +6.5% |
| 3M | -20.6% | +5.0% | -25.6% | -23.0% |
| 6M | +31.9% | +8.6% | +23.3% | +27.2% |
| YTD | +72.1% | +9.7% | +62.4% | +65.0% |
| 1Y | +65.7% | -6.3% | +71.9% | +68.7% |
| 3Y | +97.5% | +58.2% | +39.3% | +68.0% |
| 5Y | -36.7% | +110.4% | -147.1% | -50.2% |
| 10Y | +550.1% | +272.8% | +277.4% | +373.3% |
| All | +805.4% | +318.0% | +487.4% | +524.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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