+805.4%
RIOT vs PTC
+329.5%
+475.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.2% | +7.7% |
| 7D | +14.8% | -10.3% | +25.1% | +24.2% |
| 30D | +1.4% | +1.1% | +0.3% | -1.1% |
| 3M | -20.6% | +1.6% | -22.2% | -26.6% |
| 6M | +31.9% | -13.5% | +45.4% | +37.7% |
| YTD | +72.1% | -19.1% | +91.1% | +87.3% |
| 1Y | +65.7% | -33.9% | +99.5% | +114.8% |
| 3Y | +97.5% | -3.9% | +101.4% | +89.3% |
| 5Y | -36.7% | +6.0% | -42.7% | -41.5% |
| 10Y | +550.1% | +223.7% | +326.4% | +414.0% |
| All | +805.4% | +329.5% | +475.8% | +627.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling