+485.8%
RIOT vs PGR
+825.1%
-339.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.4% |
| 30D | +5.7% | +4.9% | +0.7% | +4.3% |
| 3M | -17.9% | +7.6% | -25.5% | -20.3% |
| 6M | +45.0% | +8.3% | +36.7% | +39.4% |
| YTD | +69.5% | +1.7% | +67.7% | +65.1% |
| 1Y | +37.2% | -6.8% | +44.0% | +37.3% |
| 3Y | +111.7% | +73.4% | +38.3% | +59.7% |
| 5Y | -27.5% | +161.2% | -188.7% | -58.2% |
| All | +485.8% | +825.1% | -339.3% | -3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling