-68.1%
RGTI vs PBF
+120.1%
-188.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.7% | +7.8% | +1.2% |
| 7D | -9.6% | -0.9% | -8.7% | -9.6% |
| 30D | -26.0% | -13.7% | -12.3% | -25.9% |
| 3M | -35.8% | +10.6% | -46.4% | -36.1% |
| 6M | -36.7% | +61.2% | -97.8% | -36.2% |
| YTD | -49.4% | +172.7% | -222.1% | -53.7% |
| 1Y | -68.1% | +111.0% | -179.2% | -69.3% |
| All | -68.1% | +120.1% | -188.2% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling