-26.7%
RIOT vs PNC
+51.4%
-78.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +1.9% |
| 7D | -1.5% | -0.6% | -1.0% | -1.0% |
| 30D | +5.7% | -4.4% | +10.1% | +11.2% |
| 3M | -17.9% | +5.2% | -23.1% | -23.8% |
| 6M | +45.0% | +20.6% | +24.3% | +13.0% |
| YTD | +69.5% | +19.8% | +49.7% | +32.5% |
| 1Y | +37.2% | +24.4% | +12.8% | +1.8% |
| 3Y | +111.7% | +131.2% | -19.5% | -20.2% |
| All | -26.7% | +51.4% | -78.1% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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