+12.2%
RGTI vs PR
+559.5%
-547.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.8% | -11.3% | -9.4% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | -16.2% | -4.6% | -11.5% | -15.3% |
| 3M | -38.6% | +4.7% | -43.3% | -39.9% |
| 6M | -45.8% | +12.4% | -58.3% | -48.7% |
| YTD | -49.8% | +62.9% | -112.7% | -58.4% |
| 1Y | -64.6% | +70.6% | -135.2% | -71.1% |
| 3Y | +1,045.4% | +90.0% | +955.3% | +787.1% |
| 5Y | +6.7% | +255.5% | -248.8% | -28.3% |
| All | +12.2% | +559.5% | -547.3% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling