+53.5%
RGTI vs PR
+585.7%
-532.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -2.5% | +2.9% | -5.4% | -3.4% |
| 30D | -9.4% | +18.0% | -27.5% | -14.1% |
| 3M | -37.1% | +16.9% | -53.9% | -40.5% |
| 6M | -14.4% | +28.2% | -42.6% | -22.5% |
| YTD | -31.4% | +69.3% | -100.7% | -43.4% |
| 1Y | +0.5% | +69.5% | -69.0% | -17.4% |
| 3Y | +726.1% | +81.7% | +644.4% | +549.3% |
| 5Y | +56.2% | +422.2% | -366.0% | +4.6% |
| All | +53.5% | +585.7% | -532.2% | +3.1% |
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