+948.1%
RGTI vs PR
+89.6%
+858.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.8% | -11.3% | -9.5% |
| 7D | -0.9% | -0.5% | -0.4% | -0.6% |
| 30D | -16.2% | -4.6% | -11.5% | -15.2% |
| 3M | -38.6% | +4.7% | -43.3% | -40.3% |
| 6M | -45.8% | +12.4% | -58.3% | -49.5% |
| YTD | -49.8% | +62.9% | -112.7% | -62.2% |
| 1Y | -64.6% | +70.6% | -135.2% | -74.0% |
| All | +948.1% | +89.6% | +858.5% | +519.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling