+805.4%
RIOT vs PRU
+169.4%
+636.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.8% |
| 7D | +14.8% | +1.9% | +12.9% | +13.5% |
| 30D | +1.4% | +2.7% | -1.3% | -0.7% |
| 3M | -20.6% | +19.5% | -40.1% | -31.1% |
| 6M | +31.9% | +26.6% | +5.2% | +9.5% |
| YTD | +72.1% | +12.3% | +59.7% | +55.6% |
| 1Y | +65.7% | +18.0% | +47.6% | +43.6% |
| 3Y | +97.5% | +47.0% | +50.4% | +52.5% |
| 5Y | -36.7% | +48.4% | -85.1% | -49.7% |
| 10Y | +550.1% | +142.4% | +407.7% | +306.5% |
| All | +805.4% | +169.4% | +636.0% | +484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling