+0.7%
PFE vs RGTI
-2.8%
+3.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.3% |
| 7D | -1.7% | -18.1% | +16.4% | -1.5% |
| 30D | +0.3% | -17.6% | +18.0% | +0.5% |
| 3M | +9.4% | -48.3% | +57.7% | +10.2% |
| 6M | +14.9% | -47.8% | +62.6% | +15.5% |
| YTD | +23.8% | -56.6% | +80.4% | +24.5% |
| 1Y | +19.5% | -61.8% | +81.3% | +20.3% |
| 3Y | +21.0% | +807.5% | -786.5% | +12.6% |
| 5Y | -23.9% | -8.8% | -15.1% | -31.7% |
| All | +0.7% | -2.8% | +3.5% | -8.3% |
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