-4.5%
PFE vs RGTI
+59.7%
-64.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.4% |
| 7D | -2.7% | +5.5% | -8.1% | -2.7% |
| 30D | +3.8% | -11.9% | +15.7% | +4.0% |
| 3M | +10.4% | -27.4% | +37.7% | +10.7% |
| 6M | +6.3% | -7.1% | +13.3% | +6.0% |
| YTD | +17.4% | -28.6% | +46.0% | +17.4% |
| 1Y | +21.1% | +4.4% | +16.8% | +19.9% |
| 3Y | -1.6% | +698.5% | -700.1% | -8.3% |
| 5Y | -22.2% | +64.2% | -86.3% | -30.8% |
| All | -4.5% | +59.7% | -64.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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