-68.1%
RGTI vs PBR
+74.7%
-142.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.0% |
| 7D | -9.6% | -11.0% | +1.4% | -9.8% |
| 30D | -26.0% | -18.8% | -7.2% | -26.4% |
| 3M | -35.8% | +7.8% | -43.6% | -36.8% |
| 6M | -36.7% | -7.6% | -29.1% | -36.5% |
| YTD | -49.4% | +72.7% | -122.0% | -63.1% |
| 1Y | -68.1% | +72.9% | -141.1% | -76.8% |
| All | -68.1% | +74.7% | -142.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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