+56.8%
RGTI vs PH
+251.9%
-195.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.8% |
| 7D | +0.5% | -1.3% | +1.7% | +1.6% |
| 30D | -17.1% | -11.0% | -6.1% | -8.2% |
| 3M | -26.0% | +5.5% | -31.5% | -30.3% |
| 6M | -9.9% | +1.5% | -11.3% | -13.2% |
| YTD | -31.1% | +8.8% | -39.8% | -38.3% |
| 1Y | -8.5% | +24.5% | -33.0% | -28.8% |
| 3Y | +652.2% | +141.2% | +511.1% | +217.7% |
| All | +56.8% | +251.9% | -195.1% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling