-8.5%
RGTI vs PBR
+74.3%
-82.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | +0.5% | +5.4% | -4.9% | +0.3% |
| 30D | -17.1% | +22.9% | -40.0% | -17.7% |
| 3M | -26.0% | +19.6% | -45.6% | -26.7% |
| 6M | -9.9% | +16.5% | -26.3% | -13.6% |
| YTD | -31.1% | +86.7% | -117.7% | -43.5% |
| 1Y | -8.5% | +74.7% | -83.2% | -21.4% |
| All | -8.5% | +74.3% | -82.8% | -21.4% |
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