+471.6%
RIOT vs PTC
+200.2%
+271.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.1% | -4.9% | -5.0% |
| 7D | -0.9% | -14.2% | +13.3% | +10.8% |
| 30D | +3.5% | -14.4% | +17.9% | +15.1% |
| 3M | -13.0% | -4.7% | -8.3% | -16.2% |
| 6M | +43.1% | -19.3% | +62.4% | +56.9% |
| YTD | +65.4% | -26.1% | +91.5% | +92.8% |
| 1Y | +27.7% | -37.1% | +64.8% | +72.6% |
| 3Y | +91.3% | -10.4% | +101.7% | +91.9% |
| 5Y | -29.3% | +2.5% | -31.7% | -33.4% |
| All | +471.6% | +200.2% | +271.4% | +475.7% |
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