-20.3%
RIOT vs PGR
+21.4%
-41.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +12.0% |
| 7D | +6.4% | +4.1% | +2.3% | +10.6% |
| 30D | -20.4% | +10.4% | -30.9% | -12.1% |
| 3M | -28.7% | +11.4% | -40.1% | -20.1% |
| 6M | -17.7% | +17.9% | -35.6% | +1.3% |
| YTD | +21.3% | +9.8% | +11.5% | +44.2% |
| 1Y | -20.3% | +19.3% | -39.5% | +4.2% |
| All | -20.3% | +21.4% | -41.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 1y: compounded portfolio wealth divided by compounded PGR 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…
1y analysis · Full analysis span regression · 6 months rolling