+646.8%
RGTI vs PBF
+56.6%
+590.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.6% |
| 7D | -0.1% | +2.3% | -2.5% | -0.4% |
| 30D | -16.2% | +11.6% | -27.8% | -17.5% |
| 3M | -22.0% | +81.7% | -103.8% | -28.1% |
| 6M | -10.8% | +96.4% | -107.2% | -20.4% |
| YTD | -31.6% | +189.5% | -221.0% | -44.1% |
| 1Y | -6.4% | +180.7% | -187.1% | -23.1% |
| All | +646.8% | +56.6% | +590.2% | +402.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling