+152.6%
PM vs RGTI
+53.9%
+98.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.5% |
| 7D | -1.2% | +2.5% | -3.7% | -1.2% |
| 30D | -0.2% | -13.7% | +13.5% | -0.2% |
| 3M | +4.9% | -22.6% | +27.5% | +4.9% |
| 6M | +9.0% | -13.4% | +22.5% | +9.0% |
| YTD | +17.8% | -31.2% | +49.0% | +17.7% |
| 1Y | +16.8% | -7.6% | +24.4% | +16.6% |
| 3Y | +125.4% | +669.7% | -544.3% | +124.3% |
| 5Y | +128.7% | +57.0% | +71.7% | +120.7% |
| All | +152.6% | +53.9% | +98.6% | +148.6% |
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