+53.9%
RGTI vs PH
+220.4%
-166.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.0% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -13.7% | -10.3% | -3.4% | -5.4% |
| 3M | -22.6% | +5.1% | -27.7% | -26.6% |
| 6M | -13.4% | +2.3% | -15.7% | -17.1% |
| YTD | -31.2% | +8.7% | -39.9% | -38.0% |
| 1Y | -7.6% | +26.8% | -34.4% | -28.4% |
| 3Y | +669.7% | +139.2% | +530.5% | +247.4% |
| 5Y | +57.0% | +251.1% | -194.1% | -41.8% |
| All | +53.9% | +220.4% | -166.4% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling