+25.2%
PG vs RKT
-11.2%
+36.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.7% | -1.9% |
| 7D | -3.4% | -1.0% | -2.4% | -3.4% |
| 30D | -2.6% | -2.4% | -0.2% | -2.5% |
| 3M | -3.3% | +1.9% | -5.2% | -3.5% |
| 6M | -6.7% | -13.9% | +7.1% | -6.5% |
| YTD | +1.7% | -30.6% | +32.4% | +2.4% |
| 1Y | -7.9% | -34.4% | +26.4% | -7.2% |
| 3Y | +0.9% | +38.2% | -37.3% | -1.2% |
| 5Y | +12.6% | -9.7% | +22.3% | +9.1% |
| All | +25.2% | -11.2% | +36.4% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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