+131.5%
PM vs RGTI
+56.1%
+75.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +1.9% | -0.1% | +2.1% | +1.9% |
| 30D | +1.9% | -16.2% | +18.1% | +1.9% |
| 3M | +4.6% | -22.0% | +26.6% | +4.6% |
| 6M | +11.7% | -10.8% | +22.4% | +11.7% |
| YTD | +20.4% | -31.6% | +51.9% | +20.3% |
| 1Y | +19.0% | -6.4% | +25.3% | +18.8% |
| 3Y | +130.4% | +665.7% | -535.3% | +129.3% |
| 5Y | +131.5% | +55.6% | +75.8% | +129.3% |
| All | +131.5% | +56.1% | +75.3% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling