+485.8%
RIOT vs PNR
+66.2%
+419.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.7% |
| 7D | -1.5% | -6.0% | +4.5% | +4.0% |
| 30D | +5.7% | -14.0% | +19.6% | +19.8% |
| 3M | -17.9% | -21.7% | +3.8% | -1.7% |
| 6M | +45.0% | -37.3% | +82.2% | +114.7% |
| YTD | +69.5% | -45.1% | +114.6% | +180.8% |
| 1Y | +37.2% | -49.1% | +86.3% | +144.2% |
| 3Y | +111.7% | -14.8% | +126.6% | +134.9% |
| 5Y | -27.5% | -21.0% | -6.5% | -13.9% |
| All | +485.8% | +66.2% | +419.6% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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