-26.7%
RIOT vs PRU
+45.5%
-72.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +4.4% |
| 7D | +25.1% | +1.9% | +23.2% | +22.9% |
| 30D | +8.5% | -0.4% | +8.9% | +8.6% |
| 3M | -13.4% | +16.4% | -29.8% | -27.6% |
| 6M | +57.1% | +26.0% | +31.1% | +19.3% |
| YTD | +75.7% | +9.9% | +65.8% | +54.1% |
| 1Y | +65.6% | +18.8% | +46.9% | +31.7% |
| 3Y | +103.3% | +45.4% | +57.9% | +33.8% |
| 5Y | -26.7% | +45.6% | -72.3% | -46.9% |
| All | -26.7% | +45.5% | -72.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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