+56.8%
RGTI vs PR
+409.0%
-352.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.5% | +1.8% | -1.3% | -0.2% |
| 30D | -17.1% | +10.9% | -28.0% | -20.3% |
| 3M | -26.0% | +24.5% | -50.5% | -32.5% |
| 6M | -9.9% | +25.0% | -34.8% | -19.0% |
| YTD | -31.1% | +72.4% | -103.4% | -45.6% |
| 1Y | -8.5% | +77.2% | -85.8% | -28.9% |
| 3Y | +652.2% | +90.5% | +561.7% | +451.8% |
| All | +56.8% | +409.0% | -352.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling