-68.1%
RGTI vs PFG
+46.8%
-115.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -1.3% |
| 7D | -9.6% | +4.9% | -14.5% | -12.1% |
| 30D | -26.0% | +5.7% | -31.7% | -28.4% |
| 3M | -35.8% | +2.6% | -38.3% | -37.1% |
| 6M | -36.7% | +19.8% | -56.5% | -46.0% |
| YTD | -49.4% | +36.3% | -85.7% | -60.2% |
| 1Y | -68.1% | +47.9% | -116.0% | -77.0% |
| All | -68.1% | +46.8% | -115.0% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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