+54.2%
RGTI vs PFG
+124.7%
-70.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | 0.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -17.1% | +2.9% | -20.0% | -19.0% |
| 3M | -26.0% | +6.7% | -32.7% | -29.9% |
| 6M | -9.9% | +33.8% | -43.6% | -27.4% |
| YTD | -31.1% | +35.0% | -66.0% | -44.9% |
| 1Y | -8.5% | +46.4% | -54.9% | -30.8% |
| 3Y | +652.2% | +71.7% | +580.6% | +417.0% |
| 5Y | +56.8% | +113.7% | -56.9% | +2.5% |
| All | +54.2% | +124.7% | -70.5% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling