+485.8%
RIOT vs PPG
+26.9%
+458.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | -1.5% | -6.2% | +4.7% | +3.4% |
| 30D | +5.7% | -7.9% | +13.6% | +12.3% |
| 3M | -17.9% | -10.2% | -7.6% | -11.4% |
| 6M | +45.0% | +2.7% | +42.3% | +42.3% |
| YTD | +69.5% | +4.9% | +64.6% | +61.9% |
| 1Y | +37.2% | -3.2% | +40.4% | +38.0% |
| 3Y | +111.7% | -17.0% | +128.7% | +137.1% |
| 5Y | -27.5% | -23.3% | -4.2% | -13.6% |
| All | +485.8% | +26.9% | +458.9% | +365.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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