+159.8%
PM vs RGTI
+54.2%
+105.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | +2.6% | -17.1% | +19.7% | +2.6% |
| 3M | +6.6% | -26.0% | +32.6% | +6.5% |
| 6M | +16.5% | -9.9% | +26.4% | +16.5% |
| YTD | +21.2% | -31.1% | +52.2% | +21.1% |
| 1Y | +17.9% | -8.5% | +26.4% | +17.7% |
| 3Y | +129.8% | +652.2% | -522.4% | +128.7% |
| 5Y | +133.0% | +56.8% | +76.3% | +125.1% |
| All | +159.8% | +54.2% | +105.6% | +155.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling