+53.9%
RGTI vs PR
+593.3%
-539.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -13.7% | +11.3% | -24.9% | -16.5% |
| 3M | -22.6% | +24.1% | -46.7% | -28.3% |
| 6M | -13.4% | +25.4% | -38.8% | -20.9% |
| YTD | -31.2% | +71.2% | -102.4% | -43.4% |
| 1Y | -7.6% | +78.6% | -86.3% | -25.4% |
| 3Y | +669.7% | +85.2% | +584.4% | +501.3% |
| 5Y | +57.0% | +419.0% | -362.0% | +4.9% |
| All | +53.9% | +593.3% | -539.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling