+650.9%
RIOT vs PRU
+172.2%
+478.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.6% |
| 7D | +29.0% | +3.8% | +25.2% | +25.6% |
| 30D | +7.1% | +9.0% | -2.0% | +0.2% |
| 3M | -6.8% | +2.1% | -8.9% | -8.8% |
| 6M | -24.9% | +25.4% | -50.3% | -37.6% |
| YTD | +42.7% | +13.5% | +29.2% | +27.4% |
| 1Y | +4.4% | +21.3% | -16.9% | -11.5% |
| 3Y | +74.5% | +55.1% | +19.4% | +29.0% |
| 5Y | -50.5% | +43.6% | -94.0% | -60.2% |
| 10Y | +685.8% | +99.2% | +586.6% | +404.1% |
| All | +650.9% | +172.2% | +478.7% | +378.4% |
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