+619.6%
RIOT vs PTC
+312.5%
+307.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +4.8% | +0.5% | +4.4% | +4.5% |
| 30D | +16.0% | +1.2% | +14.8% | +15.2% |
| 3M | -8.8% | +27.4% | -36.2% | -28.9% |
| 6M | -29.7% | +39.2% | -68.9% | -52.1% |
| YTD | +38.3% | +12.5% | +25.8% | +10.7% |
| 1Y | +26.2% | +12.3% | +13.9% | +1.3% |
| 3Y | +79.0% | +28.8% | +50.1% | +28.6% |
| 5Y | -60.4% | +60.9% | -121.2% | -75.0% |
| All | +619.6% | +312.5% | +307.2% | +534.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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