+698.5%
RGTI vs PR
+87.2%
+611.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | +5.5% | -0.6% | +6.1% | +5.7% |
| 30D | -11.9% | +17.4% | -29.2% | -17.2% |
| 3M | -27.4% | +21.8% | -49.1% | -33.4% |
| 6M | -7.1% | +27.6% | -34.7% | -18.4% |
| YTD | -28.6% | +71.4% | -100.1% | -46.1% |
| 1Y | +4.4% | +78.3% | -74.0% | -23.3% |
| 3Y | +698.5% | +85.5% | +613.0% | +431.5% |
| All | +698.5% | +87.2% | +611.3% | +431.5% |
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