+53.1%
RGTI vs PBF
+563.0%
-509.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.3% |
| 6M | -10.8% | +96.4% | -107.2% | -20.1% |
| YTD | -31.6% | +189.5% | -221.0% | -42.8% |
| 1Y | -6.4% | +180.7% | -187.1% | -21.4% |
| 3Y | +665.7% | +56.6% | +609.0% | +559.1% |
| 5Y | +55.6% | +802.0% | -746.3% | +27.3% |
| All | +53.1% | +563.0% | -509.8% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling