+53.1%
RGTI vs PFGC
+66.7%
-13.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -0.1% | -4.8% | +4.7% | +2.2% |
| 30D | -16.2% | -17.2% | +1.0% | -8.5% |
| 3M | -22.0% | -6.3% | -15.7% | -20.4% |
| 6M | -10.8% | +8.8% | -19.6% | -15.8% |
| YTD | -31.6% | +4.9% | -36.5% | -34.8% |
| 1Y | -6.4% | -9.5% | +3.1% | -4.1% |
| 3Y | +665.7% | +59.6% | +606.1% | +532.7% |
| 5Y | +55.6% | +113.5% | -57.9% | +20.8% |
| All | +53.1% | +66.7% | -13.5% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling