+53.9%
RGTI vs PFG
+120.6%
-66.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.0% |
| 7D | +2.5% | +3.2% | -0.7% | 0.0% |
| 30D | -13.7% | +0.9% | -14.6% | -14.5% |
| 3M | -22.6% | +7.7% | -30.3% | -27.2% |
| 6M | -13.4% | +29.0% | -42.4% | -28.4% |
| YTD | -31.2% | +32.5% | -63.7% | -44.3% |
| 1Y | -7.6% | +47.3% | -54.9% | -30.4% |
| 3Y | +669.7% | +68.2% | +601.5% | +436.4% |
| 5Y | +57.0% | +108.5% | -51.4% | +4.0% |
| All | +53.9% | +120.6% | -66.6% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling