+54.2%
RGTI vs PFGC
+65.9%
-11.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | +0.5% | -4.8% | +5.2% | +2.8% |
| 30D | -17.1% | -12.5% | -4.6% | -11.7% |
| 3M | -26.0% | -9.7% | -16.3% | -23.1% |
| 6M | -9.9% | +7.0% | -16.9% | -14.3% |
| YTD | -31.1% | +4.5% | -35.5% | -34.2% |
| 1Y | -8.5% | -11.6% | +3.1% | -5.2% |
| 3Y | +652.2% | +58.5% | +593.7% | +523.3% |
| 5Y | +56.8% | +112.6% | -55.8% | +22.0% |
| All | +54.2% | +65.9% | -11.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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