+632.4%
RIOT vs PTC
+313.0%
+319.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | +20.8% | +0.8% | +20.0% | +20.1% |
| 30D | +7.0% | +1.2% | +5.8% | +6.2% |
| 3M | -12.3% | +32.6% | -44.9% | -34.0% |
| 6M | -27.3% | +36.1% | -63.3% | -49.5% |
| YTD | +40.7% | +12.7% | +28.1% | +12.5% |
| 1Y | +15.3% | +10.2% | +5.2% | -5.7% |
| 3Y | +72.1% | +29.4% | +42.7% | +23.2% |
| 5Y | -59.7% | +61.1% | -120.7% | -74.6% |
| All | +632.4% | +313.0% | +319.4% | +544.9% |
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