+4.3%
RGTI vs PR
+572.8%
-568.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.0% | -9.0% | -7.6% |
| 7D | +4.9% | +6.7% | -1.8% | +2.8% |
| 30D | -19.2% | -6.1% | -13.0% | -17.9% |
| 3M | -43.9% | +6.9% | -50.8% | -45.5% |
| 6M | -45.8% | +14.6% | -60.4% | -49.0% |
| YTD | -53.4% | +66.1% | -119.5% | -61.5% |
| 1Y | -63.5% | +77.0% | -140.5% | -70.5% |
| 3Y | +964.9% | +93.8% | +871.1% | +719.6% |
| 5Y | -2.1% | +268.2% | -270.3% | -34.6% |
| All | +4.3% | +572.8% | -568.4% | -30.0% |
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 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