+54.2%
RGTI vs PNR
-7.9%
+62.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +0.5% | -6.0% | +6.5% | +5.2% |
| 30D | -17.1% | -14.0% | -3.1% | -7.2% |
| 3M | -26.0% | -21.7% | -4.3% | -13.4% |
| 6M | -9.9% | -37.3% | +27.4% | +25.8% |
| YTD | -31.1% | -45.1% | +14.1% | +5.8% |
| 1Y | -8.5% | -49.1% | +40.6% | +50.0% |
| 3Y | +652.2% | -14.8% | +667.1% | +743.7% |
| 5Y | +56.8% | -21.0% | +77.8% | +47.0% |
| All | +54.2% | -7.9% | +62.1% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling