-8.5%
RGTI vs PH
+25.3%
-33.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | +0.5% | -1.3% | +1.7% | +1.0% |
| 30D | -17.1% | -11.0% | -6.1% | -13.1% |
| 3M | -26.0% | +5.5% | -31.5% | -27.8% |
| 6M | -9.9% | +1.5% | -11.3% | -12.1% |
| YTD | -31.1% | +8.8% | -39.8% | -34.6% |
| 1Y | -8.5% | +24.5% | -33.0% | -21.4% |
| All | -8.5% | +25.3% | -33.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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