+54.2%
RGTI vs PBF
+573.5%
-519.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | +0.5% | +5.3% | -4.9% | -0.2% |
| 30D | -17.1% | +11.7% | -28.8% | -18.4% |
| 3M | -26.0% | +91.1% | -117.1% | -32.4% |
| 6M | -9.9% | +88.4% | -98.3% | -18.7% |
| YTD | -31.1% | +194.1% | -225.1% | -42.5% |
| 1Y | -8.5% | +180.4% | -188.9% | -23.2% |
| 3Y | +652.2% | +59.3% | +592.9% | +546.0% |
| 5Y | +56.8% | +816.3% | -759.5% | +28.0% |
| All | +54.2% | +573.5% | -519.2% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling