-68.1%
RGTI vs PNR
-31.2%
-37.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.3% |
| 7D | -9.6% | +11.9% | -21.5% | -12.5% |
| 30D | -26.0% | +37.1% | -63.1% | -32.5% |
| 3M | -35.8% | +5.7% | -41.5% | -37.3% |
| 6M | -36.7% | -5.7% | -31.0% | -35.6% |
| YTD | -49.4% | -29.8% | -19.6% | -46.3% |
| 1Y | -68.1% | -31.8% | -36.3% | -64.7% |
| All | -68.1% | -31.2% | -37.0% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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